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 | 2.85% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,119 CHF | 71,373 CHF | 99.37% | 99.37% |
19/11/2024 | 4.77% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 717,271 | 200,000 | 146,781 CHF | 43,136 CHF | 99.38% | 99.38% |
18/11/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 614,422 | 200,000 | 142,561 CHF | 48,463 CHF | 99.37% | 99.37% |
15/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,215 CHF | 53,738 CHF | 98.91% | 98.91% |
14/11/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,740 CHF | 58,914 CHF | 99.38% | 99.38% |
13/11/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 166,348 CHF | 46,359 CHF | 99.38% | 99.38% |
12/11/2024 | 3.75% | 0.22 CHF | 0.23 CHF | 750,000 | 200,000 | 621,979 | 200,000 | 162,503 CHF | 54,458 CHF | 99.16% | 99.16% |
11/11/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,868 CHF | 61,623 CHF | 99.38% | 99.38% |
08/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,452 CHF | 63,484 CHF | 99.38% | 99.38% |
07/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,662 CHF | 67,221 CHF | 98.58% | 98.58% |