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 | 3.32% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,137 CHF | 76,546 CHF | 99.37% | 99.37% |
19/11/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 231,546 CHF | 79,682 CHF | 96.70% | 96.70% |
18/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,716 CHF | 88,406 CHF | 97.50% | 97.50% |
15/11/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 252,833 CHF | 86,778 CHF | 95.84% | 95.84% |
14/11/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 236,252 CHF | 81,251 CHF | 99.31% | 99.31% |
13/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,586 CHF | 80,029 CHF | 98.76% | 98.76% |
12/11/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 244,461 CHF | 83,987 CHF | 99.34% | 99.34% |
11/11/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 260,645 CHF | 89,382 CHF | 99.38% | 99.38% |
08/11/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 235,337 CHF | 80,946 CHF | 98.25% | 98.25% |
07/11/2024 | 2.90% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,492 CHF | 87,664 CHF | 98.70% | 98.70% |