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 | 3.42% | 0.31 CHF | 0.32 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 129,705 CHF | 29,823 CHF | 99.17% | 99.17% |
19/11/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 141,317 CHF | 32,404 CHF | 99.16% | 99.16% |
18/11/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 128,284 CHF | 29,508 CHF | 99.23% | 99.23% |
15/11/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 109,630 CHF | 25,362 CHF | 99.16% | 99.16% |
14/11/2024 | 4.93% | 0.21 CHF | 0.22 CHF | 450,000 | 100,000 | 571,175 | 100,000 | 112,880 CHF | 20,822 CHF | 99.16% | 99.16% |
13/11/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 120,458 CHF | 21,076 CHF | 99.16% | 99.16% |
12/11/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 120,210 CHF | 21,035 CHF | 99.16% | 99.16% |
11/11/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 105,639 CHF | 18,607 CHF | 99.16% | 99.16% |
08/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 122,972 CHF | 21,495 CHF | 99.16% | 99.16% |
07/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 600,000 | 100,000 | 597,618 | 100,000 | 122,308 CHF | 21,476 CHF | 98.26% | 98.26% |