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 | 4.12% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 59,499 CHF | 24,800 CHF | 99.17% | 99.17% |
19/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,733 CHF | 25,293 CHF | 99.17% | 99.17% |
18/11/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 61,866 CHF | 25,747 CHF | 99.23% | 99.23% |
15/11/2024 | 3.98% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 61,694 CHF | 25,677 CHF | 99.17% | 99.17% |
14/11/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 55,218 CHF | 23,087 CHF | 99.16% | 99.16% |
13/11/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 48,664 CHF | 20,466 CHF | 99.17% | 99.17% |
12/11/2024 | 5.65% | 0.15 CHF | 0.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 43,307 CHF | 18,323 CHF | 99.17% | 99.17% |
11/11/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,831 CHF | 25,332 CHF | 99.17% | 99.17% |
08/11/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 61,738 CHF | 25,695 CHF | 99.17% | 99.17% |
07/11/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 58,899 CHF | 24,560 CHF | 98.60% | 98.60% |