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 | 2.15% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,494 CHF | 70,665 CHF | 96.80% | 96.80% |
19/11/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,638 CHF | 67,713 CHF | 95.34% | 95.34% |
18/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,594 CHF | 64,698 CHF | 92.75% | 92.75% |
15/11/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,423 CHF | 61,641 CHF | 94.13% | 94.13% |
14/11/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,463 CHF | 63,654 CHF | 98.63% | 98.63% |
13/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,669 CHF | 71,390 CHF | 94.95% | 94.95% |
12/11/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,495 CHF | 66,332 CHF | 98.89% | 98.89% |
11/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,416 CHF | 61,639 CHF | 92.91% | 92.91% |
08/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,227 CHF | 63,576 CHF | 97.07% | 97.07% |
07/11/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,344 CHF | 62,948 CHF | 98.60% | 98.60% |