Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.66% | 0.48 CHF | 0.49 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 144,857 CHF | 74,379 CHF | 99.36% | 99.36% |
19/11/2024 | 2.93% | 0.44 CHF | 0.46 CHF | 300,000 | 150,000 | 307,517 | 150,000 | 134,301 CHF | 67,539 CHF | 99.38% | 99.38% |
18/11/2024 | 2.81% | 0.46 CHF | 0.47 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 136,638 CHF | 70,269 CHF | 99.23% | 99.23% |
15/11/2024 | 2.80% | 0.45 CHF | 0.47 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 137,389 CHF | 70,645 CHF | 99.37% | 99.37% |
14/11/2024 | 2.61% | 0.49 CHF | 0.50 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 147,477 CHF | 75,688 CHF | 99.37% | 99.37% |
13/11/2024 | 2.56% | 0.50 CHF | 0.51 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 150,557 CHF | 77,228 CHF | 99.36% | 99.36% |
12/11/2024 | 2.39% | 0.52 CHF | 0.53 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 161,092 CHF | 82,496 CHF | 99.37% | 99.37% |
11/11/2024 | 2.22% | 0.56 CHF | 0.57 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 173,885 CHF | 88,892 CHF | 99.37% | 99.37% |
08/11/2024 | 2.19% | 0.57 CHF | 0.59 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 176,323 CHF | 90,112 CHF | 99.25% | 99.25% |
07/11/2024 | 2.13% | 0.59 CHF | 0.61 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 180,899 CHF | 92,400 CHF | 99.29% | 99.29% |