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 | 3.11% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,009 CHF | 65,336 CHF | 99.39% | 99.39% |
19/11/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,287 CHF | 59,762 CHF | 96.69% | 96.69% |
18/11/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,067 CHF | 62,356 CHF | 97.61% | 97.61% |
15/11/2024 | 3.21% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,976 CHF | 63,325 CHF | 96.44% | 96.44% |
14/11/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 201,133 CHF | 69,044 CHF | 99.30% | 99.30% |
13/11/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,694 CHF | 70,231 CHF | 98.72% | 98.72% |
12/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 568,585 | 189,528 | 200,084 CHF | 68,590 CHF | 99.35% | 99.35% |
11/11/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 450,770 | 150,257 | 166,767 CHF | 57,091 CHF | 99.31% | 99.31% |
08/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 171,080 CHF | 58,527 CHF | 99.28% | 99.28% |
07/11/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,348 CHF | 60,283 CHF | 98.64% | 98.64% |