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 | 4.66% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 472,886 | 157,629 | 98,994 CHF | 34,574 CHF | 99.38% | 99.38% |
19/11/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 515,727 | 171,909 | 99,250 CHF | 34,802 CHF | 99.38% | 99.38% |
18/11/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,074 | 150,025 | 99,083 CHF | 34,528 CHF | 99.37% | 99.37% |
15/11/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,334 CHF | 41,945 CHF | 99.36% | 99.36% |
14/11/2024 | 3.53% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 125,581 CHF | 43,360 CHF | 99.38% | 99.38% |
13/11/2024 | 3.97% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 453,029 | 151,010 | 111,932 CHF | 38,821 CHF | 99.38% | 99.38% |
12/11/2024 | 3.50% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,548 CHF | 43,683 CHF | 99.15% | 99.15% |
11/11/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,358 CHF | 49,286 CHF | 99.38% | 99.38% |
08/11/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,588 CHF | 43,696 CHF | 99.37% | 99.37% |
07/11/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 129,224 CHF | 44,575 CHF | 98.58% | 98.58% |