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 | 4.54% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 96,960 CHF | 33,820 CHF | 99.38% | 99.38% |
19/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 102,482 CHF | 35,661 CHF | 99.37% | 99.37% |
18/11/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,474 CHF | 32,658 CHF | 99.22% | 99.22% |
15/11/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,833 CHF | 29,444 CHF | 98.94% | 98.94% |
14/11/2024 | 4.64% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 95,001 CHF | 33,167 CHF | 99.38% | 99.38% |
13/11/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 97,435 CHF | 33,979 CHF | 99.36% | 99.36% |
12/11/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 96,227 CHF | 33,576 CHF | 99.37% | 99.37% |
11/11/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,599 CHF | 31,700 CHF | 99.37% | 99.37% |
08/11/2024 | 4.53% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 97,225 CHF | 33,908 CHF | 99.36% | 99.36% |
07/11/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 97,606 CHF | 34,035 CHF | 99.28% | 99.28% |