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 | 3.26% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 226,491 CHF | 77,997 CHF | 99.33% | 99.33% |
19/11/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,436 CHF | 75,312 CHF | 96.60% | 96.60% |
18/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,918 CHF | 77,139 CHF | 97.23% | 97.23% |
15/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,401 CHF | 79,967 CHF | 96.22% | 96.22% |
14/11/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,222 CHF | 78,741 CHF | 99.88% | 99.88% |
13/11/2024 | 2.61% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,864 CHF | 77,621 CHF | 99.05% | 99.05% |
12/11/2024 | 2.52% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,297 CHF | 80,432 CHF | 99.37% | 99.37% |
11/11/2024 | 2.35% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,973 CHF | 85,991 CHF | 96.29% | 96.29% |
08/11/2024 | 3.01% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 699,467 | 233,156 | 228,439 CHF | 78,478 CHF | 96.75% | 96.75% |
07/11/2024 | 2.78% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 632,848 | 210,949 | 224,392 CHF | 76,907 CHF | 98.61% | 98.61% |