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 | 2.84% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 52,134 CHF | 17,878 CHF | 99.17% | 99.17% |
19/11/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 53,031 CHF | 18,177 CHF | 99.16% | 99.16% |
18/11/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 54,769 CHF | 18,756 CHF | 99.22% | 99.22% |
15/11/2024 | 2.73% | 0.39 CHF | 0.40 CHF | 150,000 | 50,000 | 150,428 | 50,143 | 54,389 CHF | 18,631 CHF | 99.16% | 99.16% |
14/11/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 214,564 | 71,521 | 69,586 CHF | 23,910 CHF | 99.15% | 99.15% |
13/11/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 64,702 CHF | 22,317 CHF | 99.16% | 99.16% |
12/11/2024 | 3.72% | 0.23 CHF | 0.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 59,589 CHF | 20,613 CHF | 99.17% | 99.17% |
11/11/2024 | 2.71% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 221,993 | 73,998 | 80,964 CHF | 27,728 CHF | 99.16% | 99.16% |
08/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,160 CHF | 28,470 CHF | 99.16% | 99.16% |
07/11/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 79,737 CHF | 27,329 CHF | 98.19% | 98.19% |