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 | 3.10% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 286,492 CHF | 98,497 CHF | 99.17% | 99.17% |
19/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 288,705 CHF | 99,235 CHF | 99.16% | 99.16% |
18/11/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 310,196 CHF | 106,399 CHF | 99.22% | 99.22% |
15/11/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 899,181 | 299,727 | 325,867 CHF | 111,620 CHF | 99.17% | 99.17% |
14/11/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 331,258 CHF | 113,420 CHF | 99.16% | 99.16% |
13/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 321,198 CHF | 110,066 CHF | 99.16% | 99.16% |
12/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 335,123 CHF | 114,708 CHF | 99.16% | 99.16% |
11/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 759,794 | 253,265 | 308,523 CHF | 105,374 CHF | 99.16% | 99.16% |
08/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 786,249 | 262,083 | 317,621 CHF | 108,495 CHF | 99.16% | 99.16% |
07/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 333,168 CHF | 113,556 CHF | 98.26% | 98.26% |