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 | 2.31% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,612 CHF | 87,537 CHF | 98.90% | 98.90% |
19/11/2024 | 2.86% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,436 CHF | 71,479 CHF | 90.32% | 90.32% |
18/11/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 117,384 CHF | 41,128 CHF | 97.08% | 97.08% |
15/11/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 103,426 CHF | 36,475 CHF | 98.92% | 98.92% |
14/11/2024 | 6.78% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 85,716 CHF | 30,572 CHF | 98.93% | 98.93% |
13/11/2024 | 6.21% | 0.14 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 93,881 CHF | 33,294 CHF | 96.39% | 96.39% |
12/11/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 101,917 CHF | 35,972 CHF | 96.53% | 96.53% |
11/11/2024 | 5.06% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 115,775 CHF | 40,592 CHF | 98.86% | 98.86% |
08/11/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,824 CHF | 45,941 CHF | 98.89% | 98.89% |
07/11/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,783 CHF | 55,261 CHF | 98.22% | 98.22% |