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 | 5.42% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 454,366 | 151,455 | 81,667 CHF | 28,737 CHF | 99.17% | 99.17% |
19/11/2024 | 6.16% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 576,070 | 192,023 | 90,581 CHF | 32,114 CHF | 99.16% | 99.16% |
18/11/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,454 CHF | 31,985 CHF | 99.23% | 99.23% |
15/11/2024 | 3.61% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 122,767 CHF | 42,422 CHF | 99.17% | 99.17% |
14/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,398 CHF | 48,966 CHF | 99.16% | 99.16% |
13/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 147,270 CHF | 50,590 CHF | 99.16% | 99.16% |
12/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 149,988 | 150,507 CHF | 51,665 CHF | 99.16% | 99.16% |
11/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,765 CHF | 52,422 CHF | 99.17% | 99.17% |
08/11/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 304,711 | 101,570 | 110,024 CHF | 37,690 CHF | 99.17% | 99.17% |
07/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 118,907 CHF | 40,636 CHF | 98.26% | 98.26% |