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 | 2.27% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 261,912 CHF | 89,304 CHF | 99.30% | 99.30% |
19/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,510 CHF | 92,837 CHF | 98.96% | 98.96% |
18/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 275,350 CHF | 93,783 CHF | 99.46% | 99.46% |
15/11/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,326 CHF | 97,109 CHF | 99.37% | 99.37% |
14/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 295,946 CHF | 100,649 CHF | 97.95% | 97.95% |
13/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,404 CHF | 91,135 CHF | 99.35% | 99.35% |
12/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,312 CHF | 92,437 CHF | 93.13% | 93.13% |
11/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 279,759 CHF | 95,253 CHF | 99.37% | 99.37% |
08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 275,653 CHF | 93,885 CHF | 93.11% | 93.11% |
07/11/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,166 CHF | 96,722 CHF | 98.62% | 98.62% |