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 | 5.45% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,507 CHF | 28,336 CHF | 99.16% | 99.16% |
19/11/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 454,745 | 151,582 | 70,373 CHF | 24,974 CHF | 99.16% | 99.16% |
18/11/2024 | 5.00% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 88,223 CHF | 30,908 CHF | 99.23% | 99.23% |
15/11/2024 | 3.67% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 370,661 | 123,554 | 98,533 CHF | 34,080 CHF | 99.17% | 99.17% |
14/11/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 95,877 CHF | 32,959 CHF | 99.16% | 99.16% |
13/11/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 99,691 CHF | 34,230 CHF | 99.17% | 99.17% |
12/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,837 CHF | 35,279 CHF | 99.17% | 99.17% |
11/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,573 CHF | 35,858 CHF | 99.17% | 99.17% |
08/11/2024 | 2.62% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 113,034 CHF | 38,678 CHF | 99.17% | 99.17% |
07/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,456 CHF | 42,819 CHF | 98.26% | 98.26% |