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 | 4.68% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 560,053 | 186,684 | 116,757 CHF | 40,786 CHF | 99.38% | 99.38% |
19/11/2024 | 5.13% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 114,075 CHF | 40,025 CHF | 99.37% | 99.37% |
18/11/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 595,848 | 198,616 | 120,102 CHF | 42,020 CHF | 99.37% | 99.37% |
15/11/2024 | 3.76% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 118,187 CHF | 40,896 CHF | 99.34% | 99.34% |
14/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 453,541 | 151,180 | 121,147 CHF | 41,894 CHF | 99.18% | 99.18% |
13/11/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,818 CHF | 51,440 CHF | 99.38% | 99.38% |
12/11/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,675 CHF | 59,725 CHF | 99.13% | 99.13% |
11/11/2024 | 2.15% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,044 CHF | 70,515 CHF | 99.13% | 99.13% |
08/11/2024 | 2.00% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,090 CHF | 75,863 CHF | 99.38% | 99.38% |
07/11/2024 | 1.58% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 405,518 | 135,173 | 253,442 CHF | 85,833 CHF | 98.56% | 98.56% |