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 | 2.55% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 290,282 CHF | 99,261 CHF | 99.34% | 99.34% |
19/11/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 284,010 CHF | 97,170 CHF | 96.61% | 96.61% |
18/11/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 307,056 CHF | 104,852 CHF | 97.68% | 97.68% |
15/11/2024 | 2.22% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 612,959 | 204,320 | 272,703 CHF | 92,944 CHF | 96.50% | 96.50% |
14/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 266,418 CHF | 90,806 CHF | 99.32% | 99.32% |
13/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,732 CHF | 91,244 CHF | 98.81% | 98.81% |
12/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 281,074 CHF | 95,692 CHF | 99.26% | 99.26% |
11/11/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,385 CHF | 92,795 CHF | 99.37% | 99.37% |
08/11/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 716,464 | 238,821 | 304,419 CHF | 103,861 CHF | 99.35% | 99.35% |
07/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 749,242 | 249,747 | 314,369 CHF | 107,287 CHF | 98.77% | 98.77% |