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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,076 CHF | 46,192 CHF | 99.29% | 99.29% |
20/11/2024 | 3.27% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,419 CHF | 46,640 CHF | 99.38% | 99.38% |
19/11/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,286 CHF | 44,262 CHF | 99.38% | 99.38% |
18/11/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 133,636 CHF | 46,045 CHF | 99.37% | 99.37% |
15/11/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,223 CHF | 48,241 CHF | 99.36% | 99.36% |
14/11/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,616 CHF | 49,372 CHF | 99.37% | 99.37% |
13/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 139,738 CHF | 48,079 CHF | 99.37% | 99.37% |
12/11/2024 | 2.93% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,118 CHF | 51,873 CHF | 99.15% | 99.15% |
11/11/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,799 CHF | 54,767 CHF | 99.37% | 99.37% |
08/11/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,507 CHF | 49,669 CHF | 99.38% | 99.38% |