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 | 3.84% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,066 CHF | 39,855 CHF | 99.38% | 99.38% |
19/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 108,691 CHF | 37,730 CHF | 99.38% | 99.38% |
18/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,576 CHF | 39,025 CHF | 99.38% | 99.38% |
15/11/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 118,086 CHF | 40,862 CHF | 99.35% | 99.35% |
14/11/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,937 CHF | 42,146 CHF | 99.37% | 99.37% |
13/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,063 CHF | 40,188 CHF | 99.37% | 99.37% |
12/11/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 127,625 CHF | 44,042 CHF | 99.14% | 99.14% |
11/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,848 CHF | 46,783 CHF | 99.38% | 99.38% |
08/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 120,774 CHF | 41,758 CHF | 99.38% | 99.38% |
07/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 122,499 CHF | 42,333 CHF | 98.58% | 98.58% |