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 | 4.26% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 103,439 CHF | 35,980 CHF | 99.16% | 99.16% |
19/11/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,071 CHF | 34,190 CHF | 99.16% | 99.16% |
18/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,103 CHF | 40,201 CHF | 99.22% | 99.22% |
15/11/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,342 CHF | 39,948 CHF | 99.17% | 99.17% |
14/11/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,768 CHF | 37,089 CHF | 99.15% | 99.15% |
13/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,200 CHF | 34,900 CHF | 99.16% | 99.16% |
12/11/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 99,831 CHF | 34,777 CHF | 99.16% | 99.16% |
11/11/2024 | 3.38% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 131,105 CHF | 45,202 CHF | 99.16% | 99.16% |
08/11/2024 | 3.93% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,292 CHF | 38,931 CHF | 99.16% | 99.16% |
07/11/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 110,643 CHF | 38,381 CHF | 98.18% | 98.18% |