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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,890 CHF | 53,130 CHF | 99.35% | 99.35% |
22/11/2024 | 3.43% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 567,175 | 189,058 | 162,250 CHF | 55,974 CHF | 99.26% | 99.26% |
20/11/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 135,522 CHF | 47,174 CHF | 98.68% | 98.68% |
19/11/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 132,079 CHF | 46,026 CHF | 99.06% | 99.06% |
18/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 126,383 CHF | 44,128 CHF | 99.36% | 99.36% |
15/11/2024 | 5.31% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 732,308 | 244,103 | 134,112 CHF | 47,145 CHF | 99.37% | 99.37% |
14/11/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 129,963 CHF | 45,821 CHF | 97.56% | 97.56% |
13/11/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 120,672 CHF | 42,724 CHF | 98.99% | 98.99% |
12/11/2024 | 5.92% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,079 CHF | 43,526 CHF | 98.58% | 98.58% |
11/11/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 749,380 | 249,793 | 132,245 CHF | 46,580 CHF | 98.54% | 98.54% |