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 | 2.57% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,100 CHF | 59,200 CHF | 99.16% | 99.16% |
19/11/2024 | 2.90% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 153,272 CHF | 52,591 CHF | 99.17% | 99.17% |
18/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 167,280 CHF | 57,260 CHF | 99.22% | 99.22% |
15/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,474 CHF | 61,658 CHF | 99.16% | 99.16% |
14/11/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,030 CHF | 59,510 CHF | 99.15% | 99.15% |
13/11/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,266 CHF | 48,922 CHF | 99.16% | 99.16% |
12/11/2024 | 2.83% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 156,903 CHF | 53,801 CHF | 99.16% | 99.16% |
11/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 160,013 CHF | 54,838 CHF | 99.16% | 99.16% |
08/11/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,787 CHF | 49,762 CHF | 99.17% | 99.17% |
07/11/2024 | 2.86% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,414 CHF | 53,305 CHF | 98.18% | 98.18% |