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 | 3.94% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,244 CHF | 38,915 CHF | 99.17% | 99.17% |
19/11/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,743 CHF | 40,081 CHF | 99.16% | 99.16% |
18/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,188 CHF | 42,896 CHF | 99.23% | 99.23% |
15/11/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 130,131 CHF | 44,877 CHF | 99.17% | 99.17% |
14/11/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 125,399 CHF | 43,300 CHF | 99.16% | 99.16% |
13/11/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,745 CHF | 43,082 CHF | 99.16% | 99.16% |
12/11/2024 | 3.58% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 123,592 CHF | 42,697 CHF | 99.16% | 99.16% |
11/11/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,538 CHF | 50,346 CHF | 99.17% | 99.17% |
08/11/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,929 CHF | 46,476 CHF | 99.17% | 99.17% |
07/11/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 371,102 | 123,701 | 129,803 CHF | 44,505 CHF | 98.26% | 98.26% |