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 | 3.33% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 620,038 | 206,679 | 183,183 CHF | 63,128 CHF | 99.40% | 99.40% |
19/11/2024 | 3.19% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 607,385 | 202,462 | 187,253 CHF | 64,442 CHF | 98.98% | 98.98% |
18/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,611 CHF | 64,204 CHF | 99.18% | 99.18% |
15/11/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 723,141 | 241,047 | 204,625 CHF | 70,619 CHF | 99.39% | 99.39% |
14/11/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 621,847 | 207,282 | 184,185 CHF | 63,468 CHF | 97.96% | 97.96% |
13/11/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 623,130 | 207,710 | 179,800 CHF | 62,011 CHF | 99.34% | 99.34% |
12/11/2024 | 3.06% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,419 CHF | 66,473 CHF | 96.14% | 96.14% |
11/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,763 CHF | 68,588 CHF | 98.27% | 98.27% |
08/11/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 210,078 CHF | 72,026 CHF | 93.13% | 93.13% |
07/11/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,675 CHF | 77,892 CHF | 98.61% | 98.61% |