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 | 2.63% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 112,519 CHF | 38,506 CHF | 99.37% | 99.37% |
19/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,360 CHF | 36,787 CHF | 99.38% | 99.38% |
18/11/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,496 CHF | 38,165 CHF | 99.26% | 99.26% |
15/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,185 CHF | 35,729 CHF | 99.38% | 99.38% |
14/11/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 99,438 CHF | 34,146 CHF | 99.37% | 99.37% |
13/11/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,780 CHF | 31,927 CHF | 99.38% | 99.38% |
12/11/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 99,257 CHF | 34,086 CHF | 99.38% | 99.38% |
11/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 101,097 CHF | 34,699 CHF | 99.38% | 99.38% |
08/11/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,079 CHF | 35,693 CHF | 99.37% | 99.37% |
07/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,188 CHF | 35,063 CHF | 98.38% | 98.38% |