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 | 2.34% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,951 CHF | 65,150 CHF | 99.38% | 99.38% |
19/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,923 CHF | 49,808 CHF | 99.37% | 99.37% |
18/11/2024 | 2.70% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,015 CHF | 56,838 CHF | 99.38% | 99.38% |
15/11/2024 | 2.61% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 171,303 CHF | 58,601 CHF | 99.36% | 99.36% |
14/11/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,815 CHF | 53,105 CHF | 99.38% | 99.38% |
13/11/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,701 CHF | 40,400 CHF | 99.38% | 99.38% |
12/11/2024 | 3.17% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,037 CHF | 48,179 CHF | 99.16% | 99.16% |
11/11/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 153,220 CHF | 52,573 CHF | 99.38% | 99.38% |
08/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,450 CHF | 48,983 CHF | 99.37% | 99.37% |
07/11/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 156,938 CHF | 53,813 CHF | 98.58% | 98.58% |