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 | 2.55% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,602 CHF | 59,701 CHF | 99.27% | 99.27% |
19/11/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 150,396 CHF | 51,632 CHF | 88.74% | 88.74% |
18/11/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,846 CHF | 49,782 CHF | 97.58% | 97.58% |
15/11/2024 | 2.94% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 459,226 | 153,075 | 153,993 CHF | 52,862 CHF | 96.38% | 96.38% |
14/11/2024 | 2.36% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,653 CHF | 64,384 CHF | 99.26% | 99.26% |
13/11/2024 | 2.14% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,342 CHF | 70,947 CHF | 99.27% | 99.27% |
12/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,092 CHF | 68,864 CHF | 99.29% | 99.29% |
11/11/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,280 CHF | 64,927 CHF | 98.01% | 98.01% |
08/11/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,751 CHF | 68,084 CHF | 99.18% | 99.18% |
07/11/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,303 CHF | 63,268 CHF | 98.62% | 98.62% |