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 | 2.33% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,749 CHF | 65,083 CHF | 98.88% | 98.88% |
19/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,273 CHF | 68,591 CHF | 98.87% | 98.87% |
18/11/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,388 CHF | 77,629 CHF | 96.78% | 96.78% |
15/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 236,663 CHF | 80,388 CHF | 99.37% | 99.37% |
14/11/2024 | 1.77% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,723 CHF | 85,741 CHF | 99.38% | 99.38% |
13/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,575 CHF | 80,692 CHF | 96.89% | 96.89% |
12/11/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,786 CHF | 80,095 CHF | 96.95% | 96.95% |
11/11/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,638 CHF | 72,046 CHF | 96.88% | 96.88% |
08/11/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,512 CHF | 65,004 CHF | 93.44% | 93.44% |
07/11/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,232 CHF | 66,911 CHF | 97.89% | 97.89% |