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 | 2.42% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,926 CHF | 62,809 CHF | 99.37% | 99.37% |
19/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,439 CHF | 62,313 CHF | 99.37% | 99.37% |
18/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,539 CHF | 57,013 CHF | 99.22% | 99.22% |
15/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 156,618 CHF | 53,706 CHF | 99.37% | 99.37% |
14/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 150,290 CHF | 51,597 CHF | 99.38% | 99.38% |
13/11/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,221 CHF | 51,907 CHF | 99.37% | 99.37% |
12/11/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,897 CHF | 49,466 CHF | 99.37% | 99.37% |
11/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,673 CHF | 46,391 CHF | 99.37% | 99.37% |
08/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,140 CHF | 47,547 CHF | 99.38% | 99.38% |
07/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,300 CHF | 46,600 CHF | 99.29% | 99.29% |