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 | 3.06% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 96,932 CHF | 33,311 CHF | 97.84% | 97.84% |
19/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 105,538 CHF | 36,179 CHF | 94.33% | 94.33% |
18/11/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,435 CHF | 39,812 CHF | 94.54% | 94.54% |
15/11/2024 | 2.60% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,428 CHF | 39,143 CHF | 96.42% | 96.42% |
14/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 112,626 CHF | 38,542 CHF | 97.74% | 97.74% |
13/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,549 CHF | 39,850 CHF | 95.07% | 95.07% |
12/11/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 128,445 CHF | 43,815 CHF | 96.41% | 96.41% |
11/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,934 CHF | 45,645 CHF | 97.80% | 97.80% |
08/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 147,281 CHF | 50,094 CHF | 92.38% | 92.38% |
07/11/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,606 CHF | 52,202 CHF | 98.18% | 98.18% |