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 | 3.44% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,490 CHF | 59,163 CHF | 99.38% | 99.38% |
19/11/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,931 CHF | 58,644 CHF | 99.37% | 99.37% |
18/11/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,361 CHF | 60,787 CHF | 99.21% | 99.21% |
15/11/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,189 CHF | 64,730 CHF | 98.94% | 98.94% |
14/11/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,913 CHF | 63,304 CHF | 99.37% | 99.37% |
13/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,038 CHF | 64,013 CHF | 99.37% | 99.37% |
12/11/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 189,247 CHF | 65,083 CHF | 99.37% | 99.37% |
11/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,141 CHF | 67,714 CHF | 99.37% | 99.37% |
08/11/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,176 CHF | 66,392 CHF | 99.38% | 99.38% |
07/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,176 CHF | 67,392 CHF | 99.28% | 99.28% |