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 | 4.30% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,890 CHF | 59,464 CHF | 99.39% | 99.39% |
19/11/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,940 CHF | 59,480 CHF | 96.67% | 96.67% |
18/11/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 601,600 | 200,533 | 153,164 CHF | 53,060 CHF | 97.54% | 97.54% |
15/11/2024 | 3.41% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,270 CHF | 59,757 CHF | 96.51% | 96.51% |
14/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,595 CHF | 60,198 CHF | 99.33% | 99.33% |
13/11/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,667 CHF | 61,222 CHF | 98.89% | 98.89% |
12/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,087 CHF | 65,696 CHF | 99.26% | 99.26% |
11/11/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,744 CHF | 63,248 CHF | 99.36% | 99.36% |
08/11/2024 | 3.55% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 166,291 CHF | 57,430 CHF | 99.35% | 99.35% |
07/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,257 CHF | 56,419 CHF | 98.76% | 98.76% |