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 | 2.29% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 389,029 CHF | 132,676 CHF | 99.10% | 99.10% |
19/11/2024 | 2.54% | 0.45 CHF | 0.46 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 350,087 CHF | 119,696 CHF | 88.38% | 88.38% |
18/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 916,589 | 316,589 | 321,390 CHF | 114,080 CHF | 97.35% | 97.35% |
15/11/2024 | 2.77% | 0.32 CHF | 0.33 CHF | 1,000,000 | 400,000 | 916,482 | 316,482 | 326,147 CHF | 115,387 CHF | 91.65% | 91.65% |
14/11/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 750,000 | 250,000 | 836,904 | 278,968 | 446,029 CHF | 151,466 CHF | 99.02% | 99.02% |
13/11/2024 | 2.26% | 0.51 CHF | 0.52 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 395,707 CHF | 134,902 CHF | 98.98% | 98.98% |
12/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 406,887 CHF | 138,629 CHF | 99.29% | 99.29% |
11/11/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 436,241 CHF | 148,414 CHF | 99.33% | 99.33% |
08/11/2024 | 1.97% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 850,505 | 283,502 | 428,029 CHF | 145,511 CHF | 98.17% | 98.17% |
07/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 389,371 CHF | 132,790 CHF | 98.58% | 98.58% |