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 | 3.67% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 200,499 CHF | 69,333 CHF | 99.40% | 99.40% |
19/11/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 204,211 CHF | 70,570 CHF | 99.43% | 99.43% |
18/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 200,176 CHF | 69,225 CHF | 99.55% | 99.55% |
15/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 204,280 CHF | 70,593 CHF | 99.41% | 99.41% |
14/11/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 629,756 | 209,919 | 211,327 CHF | 72,541 CHF | 97.55% | 97.55% |
13/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 623,124 | 207,708 | 213,899 CHF | 73,377 CHF | 99.38% | 99.38% |
12/11/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,341 CHF | 75,447 CHF | 96.17% | 96.17% |
11/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,326 CHF | 80,775 CHF | 99.37% | 99.37% |
08/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,214 CHF | 81,405 CHF | 99.22% | 99.22% |
07/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 233,631 CHF | 79,877 CHF | 98.60% | 98.60% |