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 | 2.64% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 280,162 CHF | 95,887 CHF | 97.61% | 97.61% |
19/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 741,906 | 247,302 | 292,167 CHF | 99,862 CHF | 95.60% | 95.60% |
18/11/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 648,161 | 216,054 | 272,458 CHF | 92,980 CHF | 96.26% | 96.26% |
15/11/2024 | 2.38% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 685,097 | 228,366 | 283,883 CHF | 96,911 CHF | 96.41% | 96.41% |
14/11/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 688,621 | 229,540 | 283,124 CHF | 96,670 CHF | 97.10% | 97.10% |
13/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 674,872 | 224,957 | 285,460 CHF | 97,403 CHF | 97.79% | 97.79% |
12/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,426 CHF | 92,809 CHF | 97.53% | 97.53% |
11/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,100 CHF | 96,700 CHF | 98.11% | 98.11% |
08/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,452 CHF | 103,817 CHF | 96.33% | 96.33% |
07/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,164 CHF | 106,388 CHF | 98.03% | 98.03% |