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 | 2.64% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,343 CHF | 76,781 CHF | 99.37% | 99.37% |
19/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,290 CHF | 70,097 CHF | 96.70% | 96.70% |
18/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,594 CHF | 73,531 CHF | 97.54% | 97.54% |
15/11/2024 | 2.70% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,085 CHF | 75,028 CHF | 96.42% | 96.42% |
14/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,032 CHF | 80,011 CHF | 99.30% | 99.30% |
13/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 548,565 | 182,855 | 217,002 CHF | 74,163 CHF | 98.73% | 98.73% |
12/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,544 | 150,181 | 185,380 CHF | 63,295 CHF | 99.36% | 99.36% |
11/11/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,993 CHF | 65,831 CHF | 99.36% | 99.36% |
08/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,461 CHF | 66,654 CHF | 99.28% | 99.28% |
07/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,096 CHF | 69,199 CHF | 98.65% | 98.65% |