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 | 2.11% | 0.49 CHF | 0.50 CHF | 600,000 | 150,000 | 599,979 | 150,000 | 281,781 CHF | 71,948 CHF | 99.38% | 99.38% |
19/11/2024 | 3.05% | 0.35 CHF | 0.36 CHF | 600,000 | 150,000 | 669,319 | 149,979 | 215,717 CHF | 50,085 CHF | 99.38% | 99.38% |
18/11/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 211,430 CHF | 54,358 CHF | 99.37% | 99.37% |
15/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 226,992 CHF | 58,248 CHF | 98.91% | 98.91% |
14/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 600,000 | 150,000 | 599,976 | 150,000 | 242,991 CHF | 62,250 CHF | 99.38% | 99.38% |
13/11/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 600,000 | 150,000 | 631,580 | 149,979 | 214,146 CHF | 52,424 CHF | 99.38% | 99.38% |
12/11/2024 | 2.59% | 0.33 CHF | 0.34 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 228,964 CHF | 58,741 CHF | 99.16% | 99.16% |
11/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 251,773 CHF | 64,443 CHF | 99.38% | 99.38% |
08/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 256,664 CHF | 65,666 CHF | 99.37% | 99.37% |
07/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 268,091 CHF | 68,523 CHF | 98.58% | 98.58% |