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 | 3.94% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,123 CHF | 38,874 CHF | 99.16% | 99.16% |
19/11/2024 | 4.53% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 461,017 | 153,672 | 99,537 CHF | 34,716 CHF | 99.17% | 99.17% |
18/11/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 108,174 CHF | 37,558 CHF | 99.22% | 99.22% |
15/11/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 118,451 CHF | 40,984 CHF | 99.16% | 99.16% |
14/11/2024 | 3.94% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,268 CHF | 38,923 CHF | 99.16% | 99.16% |
13/11/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 548,916 | 182,972 | 107,008 CHF | 37,499 CHF | 99.16% | 99.16% |
12/11/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,390 CHF | 34,297 CHF | 99.15% | 99.15% |
11/11/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,871 CHF | 34,457 CHF | 99.17% | 99.17% |
08/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 520,146 | 173,382 | 103,818 CHF | 36,340 CHF | 99.17% | 99.17% |
07/11/2024 | 4.51% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 453,050 | 151,017 | 98,432 CHF | 34,321 CHF | 98.19% | 98.19% |