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 | 3.66% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,107 CHF | 41,869 CHF | 99.38% | 99.38% |
19/11/2024 | 3.63% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,771 CHF | 42,090 CHF | 99.38% | 99.38% |
18/11/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,655 CHF | 42,052 CHF | 99.22% | 99.22% |
15/11/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,429 CHF | 48,310 CHF | 99.38% | 99.38% |
14/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 404,767 | 134,922 | 128,879 CHF | 44,309 CHF | 99.38% | 99.38% |
13/11/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 446,783 | 148,928 | 139,409 CHF | 47,959 CHF | 99.37% | 99.37% |
12/11/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 320,604 | 106,868 | 105,510 CHF | 36,239 CHF | 99.37% | 99.37% |
11/11/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,055 CHF | 37,685 CHF | 99.37% | 99.37% |
08/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,378 CHF | 36,793 CHF | 99.36% | 99.36% |
07/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,338 CHF | 38,113 CHF | 99.28% | 99.28% |