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 | 4.41% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 110,833 CHF | 115,833 CHF | 99.54% | 99.54% |
19/11/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 137,416 CHF | 143,416 CHF | 99.50% | 99.50% |
18/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 132,509 CHF | 138,509 CHF | 99.58% | 99.58% |
15/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 111,271 CHF | 116,271 CHF | 98.84% | 98.89% |
14/11/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 114,941 CHF | 119,941 CHF | 99.53% | 99.58% |
13/11/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 112,382 CHF | 117,382 CHF | 99.59% | 99.59% |
12/11/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 136,559 CHF | 142,559 CHF | 99.55% | 99.55% |
11/11/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 106,806 CHF | 111,806 CHF | 99.58% | 99.58% |
08/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 132,313 CHF | 138,313 CHF | 99.49% | 99.49% |
07/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 129,593 CHF | 135,593 CHF | 99.52% | 99.52% |