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 | 2.67% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,103 CHF | 38,034 CHF | 99.44% | 99.44% |
19/11/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 103,970 CHF | 35,657 CHF | 99.44% | 99.44% |
18/11/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 106,034 CHF | 36,345 CHF | 97.53% | 97.53% |
15/11/2024 | 2.36% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,637 CHF | 43,212 CHF | 99.45% | 99.45% |
14/11/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,954 CHF | 52,651 CHF | 99.44% | 99.44% |
13/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,361 CHF | 48,454 CHF | 96.93% | 96.93% |
12/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,410 CHF | 48,470 CHF | 96.92% | 96.92% |
11/11/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,344 CHF | 52,448 CHF | 99.44% | 99.44% |
08/11/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,374 CHF | 55,458 CHF | 99.28% | 99.28% |
07/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,021 CHF | 56,340 CHF | 98.71% | 98.71% |