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 | 2.20% | 0.58 CHF | 0.59 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 175,482 CHF | 89,691 CHF | 99.37% | 99.37% |
19/11/2024 | 2.42% | 0.54 CHF | 0.55 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 159,127 CHF | 81,514 CHF | 99.37% | 99.37% |
18/11/2024 | 2.31% | 0.55 CHF | 0.57 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 166,701 CHF | 85,301 CHF | 99.23% | 99.23% |
15/11/2024 | 2.30% | 0.55 CHF | 0.56 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 167,420 CHF | 85,660 CHF | 99.37% | 99.37% |
14/11/2024 | 2.14% | 0.60 CHF | 0.62 CHF | 300,000 | 150,000 | 250,371 | 150,000 | 150,325 CHF | 92,100 CHF | 99.37% | 99.37% |
13/11/2024 | 2.10% | 0.61 CHF | 0.62 CHF | 300,000 | 150,000 | 299,712 | 150,000 | 183,471 CHF | 93,775 CHF | 99.37% | 99.37% |
12/11/2024 | 1.97% | 0.63 CHF | 0.65 CHF | 300,000 | 150,000 | 253,364 | 150,000 | 165,192 CHF | 99,774 CHF | 99.37% | 99.37% |
11/11/2024 | 1.84% | 0.68 CHF | 0.69 CHF | 225,000 | 150,000 | 225,000 | 150,000 | 157,843 CHF | 107,179 CHF | 99.37% | 99.37% |
08/11/2024 | 1.80% | 0.70 CHF | 0.71 CHF | 225,000 | 150,000 | 225,000 | 150,000 | 160,813 CHF | 109,159 CHF | 99.25% | 99.25% |
07/11/2024 | 1.77% | 0.72 CHF | 0.73 CHF | 225,000 | 150,000 | 225,000 | 150,000 | 163,941 CHF | 111,244 CHF | 99.30% | 99.30% |