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 | 3.00% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 98,653 CHF | 33,884 CHF | 99.37% | 99.37% |
19/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,666 CHF | 35,889 CHF | 99.37% | 99.37% |
18/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 95,224 CHF | 32,741 CHF | 99.23% | 99.23% |
15/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 86,326 CHF | 29,775 CHF | 99.37% | 99.37% |
14/11/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 82,534 CHF | 28,512 CHF | 99.37% | 99.37% |
13/11/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 90,809 CHF | 31,270 CHF | 99.37% | 99.37% |
12/11/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 87,281 CHF | 30,094 CHF | 99.37% | 99.37% |
11/11/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,759 CHF | 28,253 CHF | 99.38% | 99.38% |
08/11/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 364,757 | 100,000 | 103,650 CHF | 29,597 CHF | 99.38% | 99.38% |
07/11/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 401,743 CHF | 27,783 CHF | 99.28% | 99.28% |