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 | 3.76% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,343 CHF | 27,115 CHF | 99.17% | 99.17% |
19/11/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 80,370 CHF | 27,790 CHF | 99.17% | 99.17% |
18/11/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,317 CHF | 28,106 CHF | 99.22% | 99.22% |
15/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,281 CHF | 28,094 CHF | 99.17% | 99.17% |
14/11/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 73,659 CHF | 25,553 CHF | 99.15% | 99.15% |
13/11/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 67,625 CHF | 23,542 CHF | 99.16% | 99.16% |
12/11/2024 | 4.64% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 301,315 | 100,438 | 63,603 CHF | 22,205 CHF | 99.16% | 99.16% |
11/11/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 82,573 CHF | 28,524 CHF | 99.16% | 99.16% |
08/11/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 83,250 CHF | 28,750 CHF | 99.17% | 99.17% |
07/11/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 80,601 CHF | 27,867 CHF | 98.18% | 98.18% |