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 | 3.74% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 149,998 | 119,312 CHF | 41,270 CHF | 98.68% | 98.68% |
19/11/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,943 CHF | 44,481 CHF | 99.38% | 99.38% |
18/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,520 CHF | 46,340 CHF | 99.25% | 99.25% |
15/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,025 CHF | 43,508 CHF | 99.38% | 99.38% |
14/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 129,328 CHF | 44,609 CHF | 99.38% | 99.38% |
13/11/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 123,788 CHF | 42,763 CHF | 99.37% | 99.37% |
12/11/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,537 CHF | 43,012 CHF | 99.37% | 99.37% |
11/11/2024 | 3.47% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 127,743 CHF | 44,081 CHF | 99.38% | 99.38% |
08/11/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 149,994 | 119,629 CHF | 41,375 CHF | 99.37% | 99.37% |
07/11/2024 | 3.27% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,756 CHF | 46,752 CHF | 98.37% | 98.37% |