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 | 2.53% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,337 CHF | 60,279 CHF | 99.38% | 99.38% |
19/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 160,782 CHF | 55,094 CHF | 99.38% | 99.38% |
18/11/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,756 CHF | 59,085 CHF | 99.38% | 99.38% |
15/11/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,990 CHF | 68,163 CHF | 99.36% | 99.36% |
14/11/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,335 CHF | 69,278 CHF | 99.38% | 99.38% |
13/11/2024 | 2.41% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,873 CHF | 63,124 CHF | 99.38% | 99.38% |
12/11/2024 | 2.16% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,150 CHF | 70,217 CHF | 99.14% | 99.14% |
11/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,902 CHF | 77,134 CHF | 99.38% | 99.38% |
08/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,700 CHF | 70,067 CHF | 99.38% | 99.38% |
07/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,107 CHF | 70,536 CHF | 98.59% | 98.59% |