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 | 3.80% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,505 CHF | 40,335 CHF | 99.31% | 99.31% |
19/11/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 104,664 CHF | 36,388 CHF | 96.46% | 96.46% |
18/11/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,446 CHF | 38,982 CHF | 96.27% | 96.27% |
15/11/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,197 CHF | 34,233 CHF | 96.39% | 96.39% |
14/11/2024 | 5.06% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 464,679 | 154,893 | 89,526 CHF | 31,391 CHF | 99.27% | 99.27% |
13/11/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 550,951 | 183,650 | 94,362 CHF | 33,291 CHF | 98.83% | 98.83% |
12/11/2024 | 4.91% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 465,667 | 155,222 | 92,688 CHF | 32,448 CHF | 99.38% | 99.38% |
11/11/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,111 CHF | 41,870 CHF | 99.27% | 99.27% |
08/11/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 111,471 CHF | 38,657 CHF | 99.36% | 99.36% |
07/11/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,694 CHF | 43,065 CHF | 98.70% | 98.70% |