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 | 5.61% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 294,114 | 100,000 | 50,905 CHF | 18,375 CHF | 95.85% | 95.85% |
19/11/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 303,658 | 100,000 | 51,023 CHF | 17,865 CHF | 99.33% | 99.33% |
18/11/2024 | 5.52% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 273,576 | 88,969 | 50,814 CHF | 17,406 CHF | 99.97% | 99.97% |
15/11/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 241,490 | 100,000 | 50,308 CHF | 21,851 CHF | 100.00% | 100.00% |
14/11/2024 | 4.59% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 237,096 | 100,000 | 50,426 CHF | 22,290 CHF | 99.09% | 99.09% |
13/11/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 232,472 | 99,143 | 50,497 CHF | 22,558 CHF | 98.94% | 98.94% |
12/11/2024 | 3.75% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 196,056 | 100,000 | 51,360 CHF | 27,237 CHF | 96.49% | 96.49% |
11/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 179,451 | 100,000 | 51,714 CHF | 29,822 CHF | 98.15% | 98.15% |
08/11/2024 | 3.83% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 196,945 | 100,000 | 50,473 CHF | 26,679 CHF | 98.85% | 98.85% |
07/11/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 176,655 | 97,611 | 51,661 CHF | 29,642 CHF | 95.95% | 95.95% |