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 | 3.01% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 246,374 CHF | 84,625 CHF | 98.72% | 98.72% |
19/11/2024 | 2.65% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 280,267 CHF | 95,922 CHF | 88.36% | 88.36% |
18/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 339,113 CHF | 115,538 CHF | 97.36% | 97.36% |
15/11/2024 | 2.29% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 747,853 | 249,284 | 324,196 CHF | 110,558 CHF | 91.47% | 91.47% |
14/11/2024 | 4.18% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 915,322 | 315,322 | 214,917 CHF | 76,925 CHF | 99.00% | 99.00% |
13/11/2024 | 3.17% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 778,518 | 259,506 | 241,980 CHF | 83,255 CHF | 99.05% | 99.05% |
12/11/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 755,816 | 251,939 | 227,137 CHF | 78,232 CHF | 99.31% | 99.31% |
11/11/2024 | 3.79% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 898,452 | 299,484 | 233,043 CHF | 80,676 CHF | 99.34% | 99.34% |
08/11/2024 | 4.18% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 905,872 | 305,872 | 213,200 CHF | 74,896 CHF | 98.17% | 98.17% |
07/11/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 751,843 | 250,614 | 234,091 CHF | 80,536 CHF | 98.64% | 98.64% |