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 | 3.28% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,479 CHF | 46,660 CHF | 99.37% | 99.37% |
19/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 137,739 CHF | 47,413 CHF | 99.37% | 99.37% |
18/11/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,610 CHF | 48,370 CHF | 99.22% | 99.22% |
15/11/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 156,254 CHF | 53,585 CHF | 99.37% | 99.37% |
14/11/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,856 CHF | 55,452 CHF | 99.38% | 99.38% |
13/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 158,778 CHF | 54,426 CHF | 99.37% | 99.37% |
12/11/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 358,705 | 119,568 | 132,813 CHF | 45,467 CHF | 99.37% | 99.37% |
11/11/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 121,865 CHF | 41,622 CHF | 99.37% | 99.37% |
08/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,263 CHF | 41,088 CHF | 99.37% | 99.37% |
07/11/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 124,598 CHF | 42,533 CHF | 99.28% | 99.28% |