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 | 2.19% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 339,266 CHF | 115,589 CHF | 98.93% | 98.93% |
19/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 353,206 CHF | 120,235 CHF | 98.26% | 98.26% |
18/11/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 298,700 CHF | 102,067 CHF | 98.92% | 98.92% |
15/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 282,449 CHF | 96,650 CHF | 98.34% | 98.34% |
14/11/2024 | 2.57% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 288,516 CHF | 98,672 CHF | 97.75% | 97.75% |
13/11/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 310,372 CHF | 105,957 CHF | 98.89% | 98.89% |
12/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 794,378 | 264,793 | 266,168 CHF | 91,371 CHF | 97.60% | 97.60% |
11/11/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 758,930 | 252,977 | 313,818 CHF | 107,136 CHF | 98.64% | 98.64% |
08/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 366,657 CHF | 124,719 CHF | 97.38% | 97.38% |
07/11/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 352,320 CHF | 119,940 CHF | 98.11% | 98.11% |