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 | 4.72% | 0.64 CHF | 0.66 CHF | 200,000 | 200,000 | 74,716 | 74,716 | 51,798 CHF | 53,919 CHF | 99.58% | 99.58% |
19/11/2024 | 5.10% | 0.66 CHF | 0.68 CHF | 300,000 | 300,000 | 120,039 | 120,039 | 79,010 CHF | 82,311 CHF | 86.47% | 86.47% |
18/11/2024 | 4.95% | 0.73 CHF | 0.75 CHF | 300,000 | 300,000 | 112,123 | 112,123 | 79,717 CHF | 82,899 CHF | 99.57% | 99.57% |
15/11/2024 | 3.99% | 0.73 CHF | 0.75 CHF | 200,000 | 200,000 | 74,739 | 74,739 | 61,353 CHF | 63,474 CHF | 99.62% | 99.62% |
14/11/2024 | 3.77% | 0.93 CHF | 0.95 CHF | 200,000 | 200,000 | 74,754 | 74,754 | 70,296 CHF | 72,417 CHF | 99.58% | 99.58% |
13/11/2024 | 4.10% | 0.84 CHF | 0.86 CHF | 200,000 | 200,000 | 75,489 | 75,489 | 62,877 CHF | 65,010 CHF | 97.51% | 97.51% |
12/11/2024 | 4.46% | 0.83 CHF | 0.85 CHF | 200,000 | 200,000 | 75,674 | 75,674 | 60,419 CHF | 62,554 CHF | 97.00% | 97.00% |
11/11/2024 | 3.99% | 0.79 CHF | 0.81 CHF | 200,000 | 200,000 | 74,743 | 74,743 | 64,834 CHF | 66,955 CHF | 99.60% | 99.60% |
08/11/2024 | 3.76% | 0.91 CHF | 0.93 CHF | 200,000 | 200,000 | 74,734 | 74,734 | 69,654 CHF | 71,775 CHF | 99.61% | 99.61% |
07/11/2024 | 4.05% | 0.95 CHF | 0.97 CHF | 200,000 | 200,000 | 74,706 | 74,706 | 65,748 CHF | 67,869 CHF | 99.59% | 99.59% |