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 | 4.30% | 0.23 CHF | 0.24 CHF | 300,000 | 60,000 | 402,358 | 60,000 | 91,233 CHF | 14,268 CHF | 99.16% | 99.16% |
22/11/2024 | 4.76% | 0.22 CHF | 0.23 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 92,434 CHF | 12,925 CHF | 99.16% | 99.16% |
20/11/2024 | 4.93% | 0.21 CHF | 0.22 CHF | 450,000 | 60,000 | 450,000 | 60,000 | 89,278 CHF | 12,504 CHF | 99.17% | 99.17% |
19/11/2024 | 4.62% | 0.20 CHF | 0.21 CHF | 450,000 | 60,000 | 446,606 | 60,000 | 94,357 CHF | 13,294 CHF | 99.16% | 99.16% |
18/11/2024 | 4.27% | 0.25 CHF | 0.26 CHF | 300,000 | 60,000 | 422,864 | 60,000 | 96,788 CHF | 14,371 CHF | 99.23% | 99.23% |
15/11/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 300,000 | 60,000 | 326,933 | 60,000 | 79,503 CHF | 15,213 CHF | 99.17% | 99.17% |
14/11/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 300,000 | 60,000 | 448,951 | 60,000 | 102,212 CHF | 14,262 CHF | 99.16% | 99.16% |
13/11/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 450,000 | 60,000 | 436,862 | 60,000 | 100,216 CHF | 14,382 CHF | 99.16% | 99.16% |
12/11/2024 | 4.09% | 0.22 CHF | 0.23 CHF | 450,000 | 60,000 | 346,973 | 60,000 | 82,626 CHF | 14,980 CHF | 99.16% | 99.16% |
11/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 300,000 | 60,000 | 300,000 | 60,000 | 87,615 CHF | 18,123 CHF | 99.17% | 99.17% |