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 | 3.23% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 137,398 CHF | 47,299 CHF | 99.38% | 99.38% |
19/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 118,746 CHF | 41,082 CHF | 96.68% | 96.68% |
18/11/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 122,366 CHF | 42,289 CHF | 97.59% | 97.59% |
15/11/2024 | 3.24% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,986 CHF | 47,162 CHF | 96.36% | 96.36% |
14/11/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,434 CHF | 52,978 CHF | 99.30% | 99.30% |
13/11/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 158,872 CHF | 54,457 CHF | 98.73% | 98.73% |
12/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 386,153 | 128,718 | 143,961 CHF | 49,274 CHF | 99.38% | 99.38% |
11/11/2024 | 2.44% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 300,411 | 100,137 | 121,598 CHF | 41,534 CHF | 99.33% | 99.33% |
08/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 313,071 | 104,357 | 126,077 CHF | 43,069 CHF | 99.34% | 99.34% |
07/11/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 124,610 CHF | 42,537 CHF | 98.61% | 98.61% |