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 | 4.03% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,887 CHF | 50,629 CHF | 99.32% | 99.32% |
19/11/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 139,557 CHF | 48,519 CHF | 96.63% | 96.63% |
18/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,854 CHF | 49,951 CHF | 97.32% | 97.32% |
15/11/2024 | 3.81% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 154,694 CHF | 53,565 CHF | 96.11% | 96.11% |
14/11/2024 | 2.76% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,203 CHF | 55,234 CHF | 99.35% | 99.35% |
13/11/2024 | 2.80% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 158,818 CHF | 54,439 CHF | 98.75% | 98.75% |
12/11/2024 | 2.68% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,059 CHF | 56,853 CHF | 99.34% | 99.34% |
11/11/2024 | 2.44% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,212 CHF | 62,237 CHF | 96.31% | 96.31% |
08/11/2024 | 3.40% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 570,116 | 190,039 | 164,747 CHF | 56,816 CHF | 96.76% | 96.76% |
07/11/2024 | 3.02% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,204 CHF | 67,402 CHF | 98.64% | 98.64% |