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 | 2.70% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,421 CHF | 75,140 CHF | 99.36% | 99.36% |
19/11/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 601,142 | 200,381 | 216,594 CHF | 74,202 CHF | 96.66% | 96.66% |
18/11/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,827 CHF | 78,942 CHF | 97.35% | 97.35% |
15/11/2024 | 3.46% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 213,780 CHF | 73,760 CHF | 96.51% | 96.51% |
14/11/2024 | 4.07% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 797,824 | 265,942 | 192,009 CHF | 66,662 CHF | 99.34% | 99.34% |
13/11/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 659,620 | 219,873 | 249,472 CHF | 85,356 CHF | 98.80% | 98.80% |
12/11/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 748,260 | 249,420 | 253,483 CHF | 86,989 CHF | 99.38% | 99.38% |
11/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 726,345 | 242,115 | 254,559 CHF | 87,274 CHF | 99.37% | 99.37% |
08/11/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 628,083 | 209,361 | 245,311 CHF | 83,864 CHF | 99.36% | 99.36% |
07/11/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 663,099 | 221,033 | 267,058 CHF | 91,230 CHF | 98.66% | 98.66% |