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 | 4.90% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 669,805 | 223,268 | 132,915 CHF | 46,538 CHF | 99.17% | 99.17% |
19/11/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 733,965 | 244,655 | 135,566 CHF | 47,635 CHF | 99.16% | 99.16% |
18/11/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 123,324 CHF | 43,108 CHF | 99.22% | 99.22% |
15/11/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,846 CHF | 50,949 CHF | 99.17% | 99.17% |
14/11/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,713 CHF | 58,905 CHF | 99.15% | 99.15% |
13/11/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,542 CHF | 59,847 CHF | 99.16% | 99.16% |
12/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,226 CHF | 58,409 CHF | 99.16% | 99.16% |
11/11/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,666 CHF | 63,555 CHF | 99.16% | 99.16% |
08/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,479 CHF | 59,493 CHF | 99.16% | 99.16% |
07/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,535 CHF | 59,512 CHF | 98.26% | 98.26% |