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 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,496 CHF | 73,332 CHF | 98.95% | 98.95% |
19/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,612 CHF | 72,371 CHF | 99.00% | 99.00% |
18/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,355 CHF | 70,285 CHF | 99.36% | 99.36% |
15/11/2024 | 2.39% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,297 CHF | 63,599 CHF | 99.39% | 99.39% |
14/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,304 CHF | 61,935 CHF | 97.39% | 97.39% |
13/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,143 CHF | 59,214 CHF | 98.99% | 98.99% |
12/11/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,579 CHF | 59,693 CHF | 92.62% | 92.62% |
11/11/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,442 CHF | 62,647 CHF | 98.54% | 98.54% |
08/11/2024 | 2.90% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 570,882 | 190,294 | 193,890 CHF | 66,533 CHF | 93.13% | 93.13% |
07/11/2024 | 3.23% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,180 CHF | 63,060 CHF | 98.59% | 98.59% |