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 | 3.28% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,187 CHF | 46,562 CHF | 99.17% | 99.17% |
19/11/2024 | 3.39% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 449,999 | 150,000 | 130,527 CHF | 45,009 CHF | 99.16% | 99.16% |
18/11/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,437 CHF | 36,646 CHF | 99.22% | 99.22% |
15/11/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,888 CHF | 37,130 CHF | 99.17% | 99.17% |
14/11/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,898 CHF | 37,133 CHF | 99.15% | 99.15% |
13/11/2024 | 4.62% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 556,205 | 185,402 | 117,521 CHF | 41,028 CHF | 99.16% | 99.16% |
12/11/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 110,403 CHF | 38,301 CHF | 99.17% | 99.17% |
11/11/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 535,517 | 178,506 | 118,769 CHF | 41,375 CHF | 99.16% | 99.16% |
08/11/2024 | 5.56% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 105,838 CHF | 37,279 CHF | 99.17% | 99.17% |
07/11/2024 | 5.58% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 104,595 CHF | 36,865 CHF | 98.18% | 98.18% |