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 | 4.42% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 199,127 CHF | 69,376 CHF | 99.41% | 99.41% |
19/11/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 196,658 CHF | 68,553 CHF | 96.65% | 96.65% |
18/11/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 891,842 | 297,281 | 214,518 CHF | 74,479 CHF | 97.66% | 97.66% |
15/11/2024 | 3.67% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 754,026 | 251,342 | 201,987 CHF | 69,843 CHF | 96.57% | 96.57% |
14/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,141 CHF | 70,214 CHF | 99.35% | 99.35% |
13/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 202,623 CHF | 70,041 CHF | 98.82% | 98.82% |
12/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,365 CHF | 74,955 CHF | 99.25% | 99.25% |
11/11/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,706 CHF | 72,069 CHF | 99.37% | 99.37% |
08/11/2024 | 3.84% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,119 CHF | 66,540 CHF | 99.35% | 99.35% |
07/11/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 758,322 | 252,774 | 192,744 CHF | 66,776 CHF | 98.68% | 98.68% |