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 | 3.00% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 471,191 | 157,064 | 154,250 CHF | 52,987 CHF | 99.37% | 99.37% |
19/11/2024 | 5.67% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 664,023 | 221,341 | 113,640 CHF | 40,094 CHF | 99.38% | 99.38% |
18/11/2024 | 4.83% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,430 CHF | 42,477 CHF | 99.38% | 99.38% |
15/11/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 139,890 CHF | 48,630 CHF | 98.92% | 98.92% |
14/11/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 157,660 CHF | 54,553 CHF | 99.38% | 99.38% |
13/11/2024 | 4.99% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 631,582 | 210,527 | 123,368 CHF | 43,228 CHF | 99.38% | 99.38% |
12/11/2024 | 4.14% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,610 CHF | 49,537 CHF | 99.16% | 99.16% |
11/11/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,463 CHF | 58,154 CHF | 99.38% | 99.38% |
08/11/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,732 CHF | 60,911 CHF | 99.38% | 99.38% |
07/11/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,832 CHF | 64,278 CHF | 98.59% | 98.59% |