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 | 3.43% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,190 CHF | 59,397 CHF | 99.38% | 99.38% |
19/11/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,641 CHF | 58,880 CHF | 99.37% | 99.37% |
18/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,823 CHF | 61,608 CHF | 99.23% | 99.23% |
15/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,675 CHF | 65,558 CHF | 98.94% | 98.94% |
14/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,406 CHF | 63,135 CHF | 99.36% | 99.36% |
13/11/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,242 CHF | 64,748 CHF | 99.37% | 99.37% |
12/11/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,282 CHF | 64,761 CHF | 99.37% | 99.37% |
11/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,481 CHF | 67,827 CHF | 99.37% | 99.37% |
08/11/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,158 CHF | 65,720 CHF | 99.38% | 99.38% |
07/11/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,128 CHF | 67,043 CHF | 99.28% | 99.28% |