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 | 2.29% | 0.45 CHF | 0.46 CHF | 600,000 | 100,000 | 654,644 | 100,000 | 282,253 CHF | 44,239 CHF | 99.38% | 99.38% |
19/11/2024 | 3.19% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 231,789 CHF | 31,905 CHF | 99.38% | 99.38% |
18/11/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 249,631 CHF | 34,284 CHF | 99.37% | 99.37% |
15/11/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 266,697 CHF | 36,560 CHF | 98.91% | 98.91% |
14/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 283,116 CHF | 38,749 CHF | 99.38% | 99.38% |
13/11/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 241,011 CHF | 33,135 CHF | 99.38% | 99.38% |
12/11/2024 | 2.78% | 0.32 CHF | 0.33 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 266,504 CHF | 36,534 CHF | 99.16% | 99.16% |
11/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 291,262 CHF | 39,835 CHF | 99.38% | 99.38% |
08/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 297,782 CHF | 40,704 CHF | 99.38% | 99.38% |
07/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 307,373 CHF | 41,983 CHF | 98.58% | 98.58% |