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 | 4.29% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,497 CHF | 23,832 CHF | 99.38% | 99.38% |
19/11/2024 | 4.55% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 64,503 CHF | 22,501 CHF | 99.37% | 99.37% |
18/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 70,558 CHF | 24,519 CHF | 99.23% | 99.23% |
15/11/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 79,249 CHF | 27,416 CHF | 99.37% | 99.37% |
14/11/2024 | 3.53% | 0.28 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 83,390 CHF | 28,797 CHF | 99.37% | 99.37% |
13/11/2024 | 3.88% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 75,939 CHF | 26,313 CHF | 99.37% | 99.37% |
12/11/2024 | 3.73% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,930 CHF | 27,310 CHF | 99.37% | 99.37% |
11/11/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 84,541 CHF | 29,180 CHF | 99.37% | 99.37% |
08/11/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 80,411 CHF | 27,804 CHF | 99.37% | 99.37% |
07/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 85,485 CHF | 29,495 CHF | 99.28% | 99.28% |