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 | 5.81% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 100,426 CHF | 35,475 CHF | 99.14% | 99.14% |
19/11/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 93,975 CHF | 33,325 CHF | 99.38% | 99.38% |
18/11/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 100,108 CHF | 35,369 CHF | 99.23% | 99.23% |
15/11/2024 | 4.82% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,559 CHF | 42,520 CHF | 98.78% | 98.78% |
14/11/2024 | 4.50% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 130,510 CHF | 45,503 CHF | 99.38% | 99.38% |
13/11/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 125,846 CHF | 43,949 CHF | 99.37% | 99.37% |
12/11/2024 | 4.24% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,697 CHF | 48,232 CHF | 99.37% | 99.37% |
11/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,018 CHF | 53,673 CHF | 99.37% | 99.37% |
08/11/2024 | 3.64% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 162,153 CHF | 56,051 CHF | 99.38% | 99.38% |
07/11/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,350 CHF | 59,117 CHF | 99.29% | 99.29% |