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 | 2.69% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 447,899 | 149,300 | 165,324 CHF | 56,601 CHF | 98.68% | 98.68% |
19/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 448,674 | 149,558 | 176,883 CHF | 60,457 CHF | 99.38% | 99.38% |
18/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,264 CHF | 63,921 CHF | 99.26% | 99.26% |
15/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,262 CHF | 60,254 CHF | 99.37% | 99.37% |
14/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,085 CHF | 60,862 CHF | 99.38% | 99.38% |
13/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,818 CHF | 58,106 CHF | 99.37% | 99.37% |
12/11/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,944 CHF | 60,481 CHF | 99.38% | 99.38% |
11/11/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,637 CHF | 61,046 CHF | 99.38% | 99.38% |
08/11/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 163,529 CHF | 56,010 CHF | 99.38% | 99.38% |
07/11/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,063 CHF | 62,521 CHF | 98.37% | 98.37% |