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 | 2.88% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,308 CHF | 70,436 CHF | 99.45% | 99.45% |
19/11/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,253 CHF | 74,751 CHF | 96.60% | 96.60% |
18/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,587 CHF | 74,196 CHF | 97.56% | 97.56% |
15/11/2024 | 3.32% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 721,416 | 240,472 | 214,141 CHF | 73,785 CHF | 96.45% | 96.45% |
14/11/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,514 CHF | 55,338 CHF | 99.35% | 99.35% |
13/11/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 182,865 CHF | 63,455 CHF | 98.78% | 98.78% |
12/11/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 183,161 CHF | 63,554 CHF | 99.38% | 99.38% |
11/11/2024 | 4.75% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 154,384 CHF | 53,961 CHF | 99.38% | 99.38% |
08/11/2024 | 5.37% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 136,007 CHF | 47,836 CHF | 99.34% | 99.34% |
07/11/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,822 CHF | 47,774 CHF | 98.66% | 98.66% |