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 | 3.69% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 457,503 | 152,501 | 121,789 CHF | 42,121 CHF | 99.22% | 99.22% |
22/11/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,570 CHF | 54,690 CHF | 99.16% | 99.16% |
20/11/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,852 CHF | 62,117 CHF | 98.58% | 98.58% |
19/11/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 171,132 CHF | 58,544 CHF | 88.58% | 88.58% |
18/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,438 CHF | 52,313 CHF | 97.15% | 97.15% |
15/11/2024 | 3.31% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,082 CHF | 46,861 CHF | 91.60% | 91.60% |
14/11/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 111,430 CHF | 38,643 CHF | 99.07% | 99.07% |
13/11/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,295 CHF | 39,932 CHF | 98.93% | 98.93% |
12/11/2024 | 4.59% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 567,750 | 189,250 | 120,656 CHF | 42,111 CHF | 99.31% | 99.31% |
11/11/2024 | 5.83% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 100,182 CHF | 35,394 CHF | 99.35% | 99.35% |