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 | 4.39% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 238,886 | 238,886 | 53,233 CHF | 55,622 CHF | 99.80% | 99.80% |
19/11/2024 | 5.15% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 276,519 | 276,520 | 52,258 CHF | 55,024 CHF | 99.70% | 99.70% |
18/11/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,075 | 249,075 | 53,243 CHF | 55,734 CHF | 99.69% | 99.69% |
15/11/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 204,637 | 204,637 | 51,865 CHF | 53,911 CHF | 99.80% | 99.80% |
14/11/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,920 | 199,920 | 54,193 CHF | 56,192 CHF | 99.80% | 99.80% |
13/11/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 203,619 | 203,618 | 52,219 CHF | 54,255 CHF | 99.80% | 99.80% |
12/11/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 180,209 | 180,209 | 53,034 CHF | 54,836 CHF | 99.50% | 99.50% |
11/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,586 CHF | 58,336 CHF | 99.72% | 99.72% |
08/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,307 CHF | 54,057 CHF | 99.81% | 99.81% |
07/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 167,930 | 167,930 | 55,137 CHF | 56,816 CHF | 95.70% | 95.70% |