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 | 2.56% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 231,040 CHF | 79,013 CHF | 99.51% | 99.51% |
19/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,246 CHF | 80,082 CHF | 99.25% | 99.25% |
18/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,929 CHF | 78,976 CHF | 99.55% | 99.55% |
15/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,668 CHF | 80,223 CHF | 99.40% | 99.40% |
14/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 278,629 CHF | 94,876 CHF | 97.91% | 97.91% |
13/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,646 CHF | 96,882 CHF | 99.38% | 99.38% |
12/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 300,324 CHF | 102,108 CHF | 99.24% | 99.24% |
11/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 318,312 CHF | 108,104 CHF | 99.37% | 99.37% |
08/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,068 CHF | 108,689 CHF | 93.11% | 93.11% |
07/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,965 CHF | 106,655 CHF | 98.60% | 98.60% |