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 | 5.02% | 0.17 CHF | 0.18 CHF | 340,000 | 340,000 | 188,967 | 188,967 | 36,495 CHF | 38,388 CHF | 99.90% | 99.90% |
19/11/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 350,000 | 350,000 | 192,656 | 192,656 | 33,050 CHF | 34,980 CHF | 100.00% | 100.00% |
18/11/2024 | 5.19% | 0.20 CHF | 0.21 CHF | 370,000 | 370,000 | 203,523 | 203,523 | 39,097 CHF | 41,137 CHF | 98.49% | 98.49% |
15/11/2024 | 4.22% | 0.19 CHF | 0.20 CHF | 310,000 | 310,000 | 172,564 | 172,564 | 39,668 CHF | 41,396 CHF | 97.25% | 97.25% |
14/11/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 164,717 | 164,717 | 42,601 CHF | 44,255 CHF | 100.00% | 100.00% |
13/11/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 320,000 | 320,000 | 175,012 | 175,012 | 39,578 CHF | 41,335 CHF | 100.00% | 100.00% |
12/11/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 350,000 | 350,000 | 191,459 | 191,459 | 39,603 CHF | 41,526 CHF | 100.00% | 100.00% |
11/11/2024 | 4.29% | 0.20 CHF | 0.21 CHF | 330,000 | 330,000 | 179,538 | 179,538 | 41,968 CHF | 43,771 CHF | 100.00% | 100.00% |
08/11/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 320,000 | 320,000 | 173,883 | 173,883 | 44,020 CHF | 45,766 CHF | 98.09% | 98.09% |
07/11/2024 | 4.31% | 0.26 CHF | 0.27 CHF | 340,000 | 340,000 | 186,321 | 186,321 | 43,837 CHF | 45,707 CHF | 99.25% | 99.25% |