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 | 2.67% | 0.38 CHF | 0.39 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 277,147 CHF | 37,953 CHF | 96.53% | 96.53% |
19/11/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 266,465 CHF | 36,529 CHF | 97.38% | 97.38% |
18/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 254,946 CHF | 34,993 CHF | 92.42% | 92.42% |
15/11/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 243,214 CHF | 33,429 CHF | 97.17% | 97.17% |
14/11/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 250,830 CHF | 34,444 CHF | 98.29% | 98.29% |
13/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 280,552 CHF | 38,407 CHF | 92.84% | 92.84% |
12/11/2024 | 2.83% | 0.37 CHF | 0.38 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 261,381 CHF | 35,851 CHF | 96.51% | 96.51% |
11/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 243,376 CHF | 33,450 CHF | 90.94% | 90.94% |
08/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 249,946 CHF | 34,326 CHF | 92.03% | 92.03% |
07/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 247,395 CHF | 33,986 CHF | 98.68% | 98.68% |