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 | 4.86% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 256,959 | 256,960 | 51,672 CHF | 54,242 CHF | 99.81% | 99.81% |
19/11/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,186 | 251,186 | 52,624 CHF | 55,136 CHF | 99.70% | 99.70% |
18/11/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 291,709 | 291,708 | 53,453 CHF | 56,370 CHF | 99.69% | 99.69% |
15/11/2024 | 5.76% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 308,126 | 308,125 | 51,958 CHF | 55,039 CHF | 99.80% | 99.80% |
14/11/2024 | 5.34% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 289,022 | 289,021 | 52,715 CHF | 55,605 CHF | 99.80% | 99.80% |
13/11/2024 | 5.34% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 289,558 | 289,558 | 52,768 CHF | 55,664 CHF | 99.80% | 99.80% |
12/11/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 273,686 | 273,686 | 51,789 CHF | 54,526 CHF | 99.49% | 99.49% |
11/11/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 296,101 | 296,101 | 52,661 CHF | 55,622 CHF | 99.71% | 99.71% |
08/11/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 308,918 | 308,918 | 51,395 CHF | 54,484 CHF | 99.80% | 99.80% |
07/11/2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 364,125 | 364,124 | 52,433 CHF | 56,074 CHF | 95.69% | 95.69% |