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 | 3.76% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 738,073 | 246,024 | 192,735 CHF | 66,705 CHF | 99.55% | 99.55% |
19/11/2024 | 3.47% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 640,143 | 213,381 | 181,066 CHF | 62,489 CHF | 99.06% | 99.06% |
18/11/2024 | 3.88% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 189,866 CHF | 65,789 CHF | 99.22% | 99.22% |
15/11/2024 | 3.75% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 743,498 | 247,833 | 195,251 CHF | 67,562 CHF | 99.41% | 99.41% |
14/11/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 623,134 | 207,711 | 203,691 CHF | 69,974 CHF | 97.11% | 97.11% |
13/11/2024 | 2.52% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,252 CHF | 80,417 CHF | 99.37% | 99.37% |
12/11/2024 | 2.91% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,080 CHF | 70,027 CHF | 93.10% | 93.10% |
11/11/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 743,618 | 247,873 | 206,807 CHF | 71,415 CHF | 99.06% | 99.06% |
08/11/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 736,265 | 245,422 | 208,443 CHF | 71,935 CHF | 98.80% | 98.80% |
07/11/2024 | 3.98% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 801,431 | 267,144 | 197,785 CHF | 68,600 CHF | 98.60% | 98.60% |