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 | 4.00% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,373 CHF | 51,124 CHF | 99.13% | 99.13% |
19/11/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,165 CHF | 49,055 CHF | 99.38% | 99.38% |
18/11/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,170 CHF | 51,390 CHF | 99.23% | 99.23% |
15/11/2024 | 3.39% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,222 CHF | 60,074 CHF | 98.78% | 98.78% |
14/11/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,333 CHF | 63,444 CHF | 99.37% | 99.37% |
13/11/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 179,762 CHF | 61,921 CHF | 99.37% | 99.37% |
12/11/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,473 CHF | 66,824 CHF | 99.37% | 99.37% |
11/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,394 CHF | 73,131 CHF | 99.37% | 99.37% |
08/11/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,670 CHF | 75,557 CHF | 99.37% | 99.37% |
07/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,581 CHF | 78,860 CHF | 99.29% | 99.29% |