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 | 2.34% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,090 CHF | 86,363 CHF | 99.27% | 99.27% |
19/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,116 CHF | 84,039 CHF | 96.18% | 96.18% |
18/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,101 CHF | 85,367 CHF | 97.15% | 97.15% |
15/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 258,768 CHF | 88,256 CHF | 96.03% | 96.03% |
14/11/2024 | 1.91% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,460 CHF | 105,820 CHF | 98.89% | 98.89% |
13/11/2024 | 1.94% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,266 CHF | 104,089 CHF | 99.06% | 99.06% |
12/11/2024 | 1.88% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 316,104 CHF | 107,368 CHF | 99.37% | 99.37% |
11/11/2024 | 1.77% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 335,478 CHF | 113,826 CHF | 96.31% | 96.31% |
08/11/2024 | 2.19% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,068 CHF | 92,356 CHF | 96.75% | 96.75% |
07/11/2024 | 2.05% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,644 CHF | 98,881 CHF | 98.64% | 98.64% |