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 | 3.97% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 111,166 CHF | 38,555 CHF | 99.22% | 99.22% |
19/11/2024 | 4.51% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,315 CHF | 34,272 CHF | 99.34% | 99.34% |
18/11/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 102,243 CHF | 35,581 CHF | 99.37% | 99.37% |
15/11/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 122,412 CHF | 42,304 CHF | 99.37% | 99.37% |
14/11/2024 | 4.05% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 109,452 CHF | 37,984 CHF | 98.19% | 98.19% |
13/11/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 114,418 CHF | 39,639 CHF | 99.35% | 99.35% |
12/11/2024 | 4.82% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,606 CHF | 32,035 CHF | 96.15% | 96.15% |
11/11/2024 | 5.41% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 81,215 CHF | 28,572 CHF | 98.27% | 98.27% |
08/11/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 72,856 CHF | 25,785 CHF | 99.26% | 99.26% |
07/11/2024 | 6.91% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 569,325 | 189,775 | 79,404 CHF | 28,366 CHF | 98.61% | 98.61% |