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 | 3.97% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,131 CHF | 51,377 CHF | 99.14% | 99.14% |
19/11/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,316 CHF | 49,439 CHF | 99.37% | 99.37% |
18/11/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,695 CHF | 51,565 CHF | 99.22% | 99.22% |
15/11/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,181 CHF | 59,394 CHF | 98.77% | 98.77% |
14/11/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 182,256 CHF | 62,752 CHF | 99.37% | 99.37% |
13/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,797 CHF | 60,933 CHF | 99.37% | 99.37% |
12/11/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,663 CHF | 65,554 CHF | 99.37% | 99.37% |
11/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,661 CHF | 71,220 CHF | 99.38% | 99.38% |
08/11/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,387 CHF | 73,129 CHF | 99.37% | 99.37% |
07/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,093 CHF | 76,364 CHF | 99.29% | 99.29% |