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 | 3.71% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 119,138 CHF | 41,213 CHF | 99.38% | 99.38% |
19/11/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 111,697 CHF | 38,732 CHF | 99.38% | 99.38% |
18/11/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 117,167 CHF | 40,556 CHF | 99.25% | 99.25% |
15/11/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 108,366 CHF | 37,622 CHF | 99.38% | 99.38% |
14/11/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 102,048 CHF | 35,516 CHF | 99.38% | 99.38% |
13/11/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 94,439 CHF | 32,980 CHF | 99.38% | 99.38% |
12/11/2024 | 4.33% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 101,636 CHF | 35,379 CHF | 99.38% | 99.38% |
11/11/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 104,017 CHF | 36,173 CHF | 99.38% | 99.38% |
08/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 109,237 CHF | 37,912 CHF | 99.38% | 99.38% |
07/11/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 107,066 CHF | 37,189 CHF | 98.38% | 98.38% |