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 | 2.46% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,681 CHF | 61,727 CHF | 99.37% | 99.37% |
19/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,876 CHF | 61,459 CHF | 99.37% | 99.37% |
18/11/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,175 CHF | 63,225 CHF | 99.22% | 99.22% |
15/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,097 CHF | 67,199 CHF | 98.94% | 98.94% |
14/11/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,408 CHF | 64,969 CHF | 99.36% | 99.36% |
13/11/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,280 CHF | 65,593 CHF | 99.36% | 99.36% |
12/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,166 CHF | 66,222 CHF | 99.37% | 99.37% |
11/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,137 CHF | 68,546 CHF | 99.37% | 99.37% |
08/11/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,722 CHF | 67,074 CHF | 99.37% | 99.37% |
07/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,728 CHF | 68,410 CHF | 99.28% | 99.28% |