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 | 2.64% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,034 CHF | 76,678 CHF | 99.38% | 99.38% |
19/11/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 201,806 CHF | 69,269 CHF | 99.38% | 99.38% |
18/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,854 CHF | 70,951 CHF | 99.26% | 99.26% |
15/11/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,061 CHF | 75,354 CHF | 99.38% | 99.38% |
14/11/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,989 CHF | 73,997 CHF | 99.37% | 99.37% |
13/11/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,132 CHF | 73,044 CHF | 99.37% | 99.37% |
12/11/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,639 CHF | 76,546 CHF | 99.38% | 99.38% |
11/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,966 CHF | 81,655 CHF | 99.38% | 99.38% |
08/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 237,885 CHF | 81,295 CHF | 99.37% | 99.37% |
07/11/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 222,224 CHF | 76,075 CHF | 98.37% | 98.37% |