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 | 2.55% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,189 | 100,063 | 116,209 CHF | 39,737 CHF | 99.17% | 99.17% |
19/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,258 CHF | 40,086 CHF | 99.16% | 99.16% |
18/11/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,400 CHF | 41,800 CHF | 99.23% | 99.23% |
15/11/2024 | 2.02% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 147,205 CHF | 50,068 CHF | 99.17% | 99.17% |
14/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,990 CHF | 59,330 CHF | 99.16% | 99.16% |
13/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,689 CHF | 61,563 CHF | 99.16% | 99.16% |
12/11/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,275 CHF | 69,758 CHF | 99.16% | 99.16% |
11/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 291,903 | 97,301 | 214,321 CHF | 72,413 CHF | 99.17% | 99.17% |
08/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,909 CHF | 70,970 CHF | 99.17% | 99.17% |
07/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,822 CHF | 70,607 CHF | 98.27% | 98.27% |