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 | 2.88% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,154 CHF | 70,385 CHF | 99.21% | 99.21% |
19/11/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,877 CHF | 73,293 CHF | 99.01% | 99.01% |
18/11/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,359 CHF | 74,120 CHF | 99.09% | 99.09% |
15/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,098 CHF | 77,366 CHF | 99.38% | 99.38% |
14/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,710 CHF | 80,570 CHF | 97.85% | 97.85% |
13/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 210,612 CHF | 72,204 CHF | 99.35% | 99.35% |
12/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,428 CHF | 73,143 CHF | 97.85% | 97.85% |
11/11/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,675 CHF | 75,892 CHF | 99.37% | 99.37% |
08/11/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,805 CHF | 75,268 CHF | 98.73% | 98.73% |
07/11/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 601,516 | 200,505 | 227,617 CHF | 77,877 CHF | 98.62% | 98.62% |