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 | 2.52% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 294,301 CHF | 100,600 CHF | 99.38% | 99.38% |
19/11/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,205 CHF | 74,568 CHF | 99.38% | 99.38% |
18/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 233,088 CHF | 80,196 CHF | 99.38% | 99.38% |
15/11/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 246,056 CHF | 84,519 CHF | 98.92% | 98.92% |
14/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 260,420 CHF | 89,307 CHF | 99.38% | 99.38% |
13/11/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,713 CHF | 77,071 CHF | 99.38% | 99.38% |
12/11/2024 | 2.99% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 247,385 CHF | 84,962 CHF | 99.16% | 99.16% |
11/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,243 CHF | 91,914 CHF | 99.38% | 99.38% |
08/11/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 272,847 CHF | 93,449 CHF | 99.37% | 99.37% |
07/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 282,261 CHF | 96,587 CHF | 98.59% | 98.59% |