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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,642 CHF | 32,047 CHF | 99.28% | 99.28% |
20/11/2024 | 5.10% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 471,865 | 157,288 | 90,054 CHF | 31,591 CHF | 99.27% | 99.27% |
19/11/2024 | 5.13% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 483,688 | 161,229 | 91,650 CHF | 32,162 CHF | 85.70% | 85.70% |
18/11/2024 | 5.71% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 580,600 | 193,533 | 98,814 CHF | 34,873 CHF | 97.49% | 97.49% |
15/11/2024 | 5.68% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 102,800 CHF | 36,267 CHF | 95.74% | 95.74% |
14/11/2024 | 6.11% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,551 CHF | 33,850 CHF | 99.31% | 99.31% |
13/11/2024 | 6.56% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 88,545 CHF | 31,515 CHF | 99.27% | 99.27% |
12/11/2024 | 6.36% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 91,486 CHF | 32,495 CHF | 97.73% | 97.73% |
11/11/2024 | 5.66% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 103,977 CHF | 36,659 CHF | 99.17% | 99.17% |
08/11/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 588,849 | 196,283 | 117,072 CHF | 40,987 CHF | 97.48% | 97.48% |