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 | 4.97% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 532,037 | 177,346 | 104,303 CHF | 36,541 CHF | 97.98% | 97.98% |
19/11/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 104,967 CHF | 36,989 CHF | 97.30% | 97.30% |
18/11/2024 | 5.10% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 114,802 CHF | 40,267 CHF | 98.72% | 98.72% |
15/11/2024 | 4.17% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 476,449 | 158,816 | 111,706 CHF | 38,824 CHF | 98.17% | 98.17% |
14/11/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,190 CHF | 39,897 CHF | 96.59% | 96.59% |
13/11/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 465,513 | 155,171 | 106,664 CHF | 37,106 CHF | 97.20% | 97.20% |
12/11/2024 | 4.79% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 592,176 | 197,392 | 120,547 CHF | 42,156 CHF | 96.81% | 96.81% |
11/11/2024 | 4.19% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 454,646 | 151,549 | 106,149 CHF | 36,899 CHF | 97.75% | 97.75% |
08/11/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 114,212 CHF | 39,571 CHF | 91.39% | 91.39% |
07/11/2024 | 4.20% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 598,603 | 199,534 | 139,651 CHF | 48,546 CHF | 98.49% | 98.49% |