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 | 2.48% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,699 CHF | 81,900 CHF | 99.17% | 99.17% |
19/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 232,905 CHF | 79,635 CHF | 99.17% | 99.17% |
18/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,830 CHF | 69,943 CHF | 99.22% | 99.22% |
15/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,715 CHF | 70,238 CHF | 99.17% | 99.17% |
14/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,286 CHF | 70,762 CHF | 99.16% | 99.16% |
13/11/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,915 CHF | 65,972 CHF | 99.16% | 99.16% |
12/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,272 CHF | 71,757 CHF | 99.16% | 99.16% |
11/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,905 CHF | 67,302 CHF | 99.16% | 99.16% |
08/11/2024 | 3.46% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,199 CHF | 59,066 CHF | 99.17% | 99.17% |
07/11/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,554 CHF | 58,185 CHF | 98.19% | 98.19% |