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 | 3.36% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,586 CHF | 60,529 CHF | 99.36% | 99.36% |
19/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 610,061 | 203,354 | 170,778 CHF | 58,960 CHF | 96.69% | 96.69% |
18/11/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 749,393 | 249,798 | 176,738 CHF | 61,411 CHF | 97.51% | 97.51% |
15/11/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 706,585 | 235,528 | 173,294 CHF | 60,120 CHF | 96.17% | 96.17% |
14/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,353 | 200,118 | 161,974 CHF | 55,993 CHF | 99.31% | 99.31% |
13/11/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,482 | 200,161 | 165,631 CHF | 57,212 CHF | 98.92% | 98.92% |
12/11/2024 | 3.87% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 690,079 | 230,026 | 174,604 CHF | 60,502 CHF | 99.33% | 99.33% |
11/11/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,482 CHF | 59,327 CHF | 99.37% | 99.37% |
08/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 617,072 | 205,691 | 167,766 CHF | 57,979 CHF | 98.25% | 98.25% |
07/11/2024 | 3.99% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 639,010 | 213,004 | 156,640 CHF | 54,344 CHF | 98.69% | 98.69% |