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 | 2.25% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,913 CHF | 44,971 CHF | 99.38% | 99.38% |
19/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,259 CHF | 43,086 CHF | 99.38% | 99.38% |
18/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,675 CHF | 44,558 CHF | 99.38% | 99.38% |
15/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,398 CHF | 46,133 CHF | 99.36% | 99.36% |
14/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,189 CHF | 47,063 CHF | 99.37% | 99.37% |
13/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,329 CHF | 45,443 CHF | 99.37% | 99.37% |
12/11/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,342 CHF | 49,114 CHF | 99.15% | 99.15% |
11/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,161 CHF | 51,054 CHF | 99.38% | 99.38% |
08/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,906 CHF | 46,969 CHF | 99.38% | 99.38% |
07/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 139,416 CHF | 47,472 CHF | 98.58% | 98.58% |