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 | 2.60% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 170,959 CHF | 58,486 CHF | 99.33% | 99.33% |
19/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,980 CHF | 53,494 CHF | 96.69% | 96.69% |
18/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,412 CHF | 55,637 CHF | 97.55% | 97.55% |
15/11/2024 | 2.64% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,391 CHF | 57,630 CHF | 96.38% | 96.38% |
14/11/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,003 CHF | 62,168 CHF | 99.35% | 99.35% |
13/11/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,147 CHF | 63,549 CHF | 98.77% | 98.77% |
12/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,951 CHF | 65,484 CHF | 99.36% | 99.36% |
11/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,064 CHF | 69,188 CHF | 99.33% | 99.33% |
08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,598 CHF | 70,366 CHF | 99.34% | 99.34% |
07/11/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,398 CHF | 71,633 CHF | 98.66% | 98.66% |