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 | 2.18% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,173 CHF | 92,724 CHF | 99.41% | 99.41% |
19/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,218 CHF | 97,739 CHF | 96.70% | 96.70% |
18/11/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,981 CHF | 88,994 CHF | 97.68% | 97.68% |
15/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,607 CHF | 87,536 CHF | 96.58% | 96.58% |
14/11/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 274,825 CHF | 93,608 CHF | 99.38% | 99.38% |
13/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 295,773 CHF | 100,591 CHF | 99.36% | 99.36% |
12/11/2024 | 2.19% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,929 CHF | 92,643 CHF | 99.40% | 99.40% |
11/11/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,160 CHF | 74,720 CHF | 99.31% | 99.31% |
08/11/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,854 CHF | 76,618 CHF | 99.34% | 99.34% |
07/11/2024 | 3.08% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 680,886 | 226,962 | 217,750 CHF | 74,853 CHF | 98.65% | 98.65% |