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 | 3.27% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 744,388 | 248,129 | 224,354 CHF | 77,266 CHF | 98.94% | 98.94% |
19/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 729,472 | 243,157 | 217,985 CHF | 75,093 CHF | 95.78% | 95.78% |
18/11/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,696 CHF | 81,566 CHF | 97.02% | 97.02% |
15/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,785 CHF | 88,928 CHF | 94.41% | 94.41% |
14/11/2024 | 2.00% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 297,435 CHF | 101,145 CHF | 98.38% | 98.38% |
13/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 689,441 | 229,814 | 218,279 CHF | 75,058 CHF | 98.34% | 98.34% |
12/11/2024 | 2.73% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 603,381 | 201,127 | 218,629 CHF | 74,888 CHF | 98.33% | 98.33% |
11/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 255,870 CHF | 87,290 CHF | 98.72% | 98.72% |
08/11/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,798 CHF | 82,600 CHF | 97.69% | 97.69% |
07/11/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 257,978 CHF | 87,993 CHF | 98.15% | 98.15% |