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 | 4.01% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 207,613 | 100,000 | 50,739 CHF | 25,496 CHF | 95.85% | 95.85% |
19/11/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 212,585 | 100,000 | 50,630 CHF | 24,874 CHF | 99.33% | 99.33% |
18/11/2024 | 4.17% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 187,962 | 88,969 | 48,858 CHF | 24,037 CHF | 99.97% | 99.97% |
15/11/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 175,800 | 100,000 | 51,272 CHF | 30,185 CHF | 100.00% | 100.00% |
14/11/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 173,928 | 100,000 | 51,709 CHF | 30,748 CHF | 99.09% | 99.09% |
13/11/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 170,988 | 99,143 | 51,547 CHF | 30,902 CHF | 98.94% | 98.94% |
12/11/2024 | 2.76% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 143,486 | 100,000 | 51,173 CHF | 36,722 CHF | 96.49% | 96.49% |
11/11/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 131,446 | 100,000 | 51,244 CHF | 39,996 CHF | 98.15% | 98.15% |
08/11/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 147,413 | 100,000 | 51,823 CHF | 36,215 CHF | 98.85% | 98.85% |
07/11/2024 | 2.58% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 131,719 | 97,611 | 51,824 CHF | 39,516 CHF | 95.95% | 95.95% |