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 | 2.31% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,558 CHF | 87,520 CHF | 99.48% | 99.48% |
19/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 617,573 | 205,858 | 256,232 CHF | 87,469 CHF | 96.54% | 96.54% |
18/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 605,859 | 201,953 | 256,789 CHF | 87,616 CHF | 97.41% | 97.41% |
15/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 257,951 CHF | 87,984 CHF | 95.92% | 95.92% |
14/11/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 304,625 CHF | 103,542 CHF | 99.26% | 99.26% |
13/11/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 303,884 CHF | 103,295 CHF | 99.06% | 99.06% |
12/11/2024 | 1.91% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,659 CHF | 105,553 CHF | 99.37% | 99.37% |
11/11/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,541 CHF | 110,847 CHF | 96.29% | 96.29% |
08/11/2024 | 2.22% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,414 CHF | 91,138 CHF | 96.75% | 96.75% |
07/11/2024 | 2.09% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,822 | 200,274 | 285,283 CHF | 97,097 CHF | 98.63% | 98.63% |