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 | 2.97% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,813 CHF | 85,438 CHF | 99.36% | 99.36% |
19/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 256,939 CHF | 88,146 CHF | 96.70% | 96.70% |
18/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 284,539 CHF | 97,346 CHF | 97.56% | 97.56% |
15/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 277,801 CHF | 95,100 CHF | 95.84% | 95.84% |
14/11/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 262,009 CHF | 89,836 CHF | 99.27% | 99.27% |
13/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,422 CHF | 88,307 CHF | 98.92% | 98.92% |
12/11/2024 | 2.75% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,779 CHF | 92,093 CHF | 99.32% | 99.32% |
11/11/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 284,919 CHF | 97,473 CHF | 99.36% | 99.36% |
08/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 259,700 CHF | 89,067 CHF | 98.25% | 98.25% |
07/11/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 279,818 CHF | 95,773 CHF | 98.73% | 98.73% |