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 | 3.32% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,713 CHF | 61,238 CHF | 99.14% | 99.14% |
19/11/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,771 CHF | 58,924 CHF | 99.37% | 99.37% |
18/11/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,648 CHF | 61,216 CHF | 99.23% | 99.23% |
15/11/2024 | 2.89% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,628 CHF | 70,209 CHF | 98.78% | 98.78% |
14/11/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,759 CHF | 73,920 CHF | 99.38% | 99.38% |
13/11/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,261 CHF | 71,754 CHF | 99.38% | 99.38% |
12/11/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,373 CHF | 76,791 CHF | 99.37% | 99.37% |
11/11/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 243,805 CHF | 83,268 CHF | 99.37% | 99.37% |
08/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,299 CHF | 85,433 CHF | 99.37% | 99.37% |
07/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,119 CHF | 88,706 CHF | 99.29% | 99.29% |