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 | 2.32% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,992 CHF | 65,497 CHF | 97.89% | 97.89% |
19/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,214 CHF | 63,571 CHF | 97.27% | 97.27% |
18/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,439 CHF | 67,646 CHF | 97.85% | 97.85% |
15/11/2024 | 2.45% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,860 CHF | 62,120 CHF | 98.07% | 98.07% |
14/11/2024 | 2.45% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,131 CHF | 62,210 CHF | 96.59% | 96.59% |
13/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,196 CHF | 57,565 CHF | 98.62% | 98.62% |
12/11/2024 | 2.86% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,032 CHF | 53,177 CHF | 90.87% | 90.87% |
11/11/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 465,344 | 155,115 | 140,725 CHF | 48,460 CHF | 93.93% | 93.93% |
08/11/2024 | 2.96% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,424 | 150,141 | 150,230 CHF | 51,578 CHF | 97.10% | 97.10% |
07/11/2024 | 3.23% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 463,466 | 154,489 | 140,864 CHF | 48,500 CHF | 97.05% | 97.05% |