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 | 2.71% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 109,532 CHF | 37,511 CHF | 99.36% | 99.36% |
19/11/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,721 CHF | 38,240 CHF | 99.34% | 99.34% |
18/11/2024 | 2.66% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,539 CHF | 38,180 CHF | 94.62% | 94.62% |
15/11/2024 | 1.90% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,994 CHF | 53,331 CHF | 99.36% | 99.36% |
14/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,018 CHF | 59,006 CHF | 99.36% | 99.36% |
13/11/2024 | 1.55% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,936 CHF | 64,979 CHF | 93.56% | 93.56% |
12/11/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,552 CHF | 78,851 CHF | 96.93% | 96.93% |
11/11/2024 | 1.31% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,817 CHF | 77,273 CHF | 99.37% | 99.37% |
08/11/2024 | 1.28% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,453 CHF | 78,818 CHF | 90.83% | 90.83% |
07/11/2024 | 1.59% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,874 CHF | 63,625 CHF | 88.30% | 88.30% |