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 | 2.17% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,057 CHF | 46,686 CHF | 99.00% | 99.00% |
19/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,545 CHF | 46,515 CHF | 99.44% | 99.44% |
18/11/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,227 CHF | 44,742 CHF | 97.64% | 97.64% |
15/11/2024 | 2.46% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,741 CHF | 41,247 CHF | 99.44% | 99.44% |
14/11/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 119,133 CHF | 40,711 CHF | 99.09% | 99.09% |
13/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 113,990 CHF | 38,997 CHF | 96.57% | 96.57% |
12/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,426 CHF | 39,142 CHF | 96.48% | 96.48% |
11/11/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,448 CHF | 41,816 CHF | 98.66% | 98.66% |
08/11/2024 | 2.89% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,472 CHF | 35,157 CHF | 90.61% | 90.61% |
07/11/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 91,197 CHF | 31,399 CHF | 98.67% | 98.67% |