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 | 4.22% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,705 CHF | 24,235 CHF | 99.30% | 99.30% |
19/11/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 71,222 CHF | 24,741 CHF | 98.82% | 98.82% |
18/11/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,660 CHF | 23,887 CHF | 97.53% | 97.53% |
15/11/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 99,997 | 71,592 CHF | 24,863 CHF | 99.30% | 99.30% |
14/11/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,023 CHF | 36,674 CHF | 99.31% | 99.31% |
13/11/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 112,464 CHF | 38,488 CHF | 96.95% | 96.95% |
12/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,536 CHF | 42,179 CHF | 96.75% | 96.75% |
11/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,348 CHF | 46,449 CHF | 98.72% | 98.72% |
08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,856 CHF | 46,952 CHF | 93.25% | 93.25% |
07/11/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 132,348 CHF | 45,116 CHF | 98.82% | 98.82% |