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 | 2.63% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 225,467 CHF | 77,156 CHF | 99.37% | 99.37% |
19/11/2024 | 2.50% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 237,025 CHF | 81,008 CHF | 99.07% | 99.07% |
18/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,722 CHF | 80,241 CHF | 96.96% | 96.96% |
15/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,209 CHF | 84,070 CHF | 99.37% | 99.37% |
14/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 257,406 CHF | 87,802 CHF | 99.37% | 99.37% |
13/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,450 CHF | 80,483 CHF | 96.88% | 96.88% |
12/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,706 CHF | 80,569 CHF | 96.83% | 96.83% |
11/11/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,267 CHF | 83,756 CHF | 98.73% | 98.73% |
08/11/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,668 CHF | 82,556 CHF | 93.14% | 93.14% |
07/11/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,926 CHF | 84,309 CHF | 98.68% | 98.68% |