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 | 2.51% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 118,277 CHF | 40,426 CHF | 99.17% | 99.17% |
19/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 336,863 | 112,288 | 119,350 CHF | 40,906 CHF | 99.17% | 99.17% |
18/11/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 128,771 CHF | 43,924 CHF | 99.23% | 99.23% |
15/11/2024 | 1.90% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,979 CHF | 53,326 CHF | 99.17% | 99.17% |
14/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,398 CHF | 59,133 CHF | 99.16% | 99.16% |
13/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 180,032 CHF | 61,011 CHF | 99.16% | 99.16% |
12/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,571 CHF | 61,857 CHF | 99.17% | 99.17% |
11/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,906 CHF | 61,969 CHF | 99.17% | 99.17% |
08/11/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 293,425 | 97,808 | 186,721 CHF | 63,218 CHF | 99.16% | 99.16% |
07/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 153,593 CHF | 51,948 CHF | 98.26% | 98.26% |