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 | 4.53% | 0.51 CHF | 0.52 CHF | 195,000 | 195,000 | 86,987 | 86,987 | 44,135 CHF | 45,711 CHF | 99.89% | 99.89% |
19/11/2024 | 5.28% | 0.49 CHF | 0.50 CHF | 195,000 | 195,000 | 80,345 | 80,345 | 37,344 CHF | 38,789 CHF | 100.00% | 100.00% |
18/11/2024 | 4.51% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 89,572 | 89,572 | 36,370 CHF | 37,772 CHF | 99.89% | 99.89% |
15/11/2024 | 4.66% | 0.38 CHF | 0.39 CHF | 205,000 | 205,000 | 91,452 | 91,452 | 34,645 CHF | 36,032 CHF | 99.90% | 99.90% |
14/11/2024 | 5.19% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 68,837 | 68,837 | 28,752 CHF | 29,788 CHF | 100.00% | 100.00% |
13/11/2024 | 4.60% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 87,830 | 87,830 | 42,259 CHF | 43,843 CHF | 100.00% | 100.00% |
12/11/2024 | 4.16% | 0.49 CHF | 0.50 CHF | 195,000 | 195,000 | 86,100 | 86,100 | 46,167 CHF | 47,718 CHF | 99.85% | 99.85% |
11/11/2024 | 3.72% | 0.58 CHF | 0.59 CHF | 190,000 | 190,000 | 83,940 | 83,940 | 50,651 CHF | 52,165 CHF | 99.58% | 99.58% |
08/11/2024 | 3.84% | 0.59 CHF | 0.60 CHF | 190,000 | 190,000 | 85,322 | 85,322 | 50,491 CHF | 52,032 CHF | 99.19% | 99.19% |
07/11/2024 | 4.14% | 0.59 CHF | 0.60 CHF | 190,000 | 190,000 | 85,392 | 85,392 | 48,315 CHF | 49,863 CHF | 100.00% | 100.00% |