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 | 3.96% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,604 CHF | 51,535 CHF | 99.38% | 99.38% |
19/11/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,295 CHF | 46,432 CHF | 96.69% | 96.69% |
18/11/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,851 CHF | 49,617 CHF | 97.59% | 97.59% |
15/11/2024 | 4.03% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,995 CHF | 50,665 CHF | 96.36% | 96.36% |
14/11/2024 | 3.70% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,527 CHF | 55,176 CHF | 99.35% | 99.35% |
13/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,984 CHF | 56,661 CHF | 98.75% | 98.75% |
12/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,280 CHF | 58,427 CHF | 99.37% | 99.37% |
11/11/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 539,468 | 179,823 | 161,791 CHF | 55,729 CHF | 99.32% | 99.32% |
08/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 581,547 | 193,849 | 180,432 CHF | 62,083 CHF | 99.34% | 99.34% |
07/11/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,792 CHF | 49,431 CHF | 98.64% | 98.64% |