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 | 4.11% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,179 | 225,179 | 53,656 CHF | 55,908 CHF | 99.81% | 99.81% |
19/11/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 237,005 | 237,004 | 53,082 CHF | 55,452 CHF | 99.72% | 99.72% |
18/11/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 202,074 | 202,074 | 50,771 CHF | 52,791 CHF | 99.70% | 99.70% |
15/11/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,895 CHF | 53,895 CHF | 99.80% | 99.80% |
14/11/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,668 | 200,668 | 54,414 CHF | 56,421 CHF | 99.80% | 99.80% |
13/11/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 235,022 | 235,022 | 52,940 CHF | 55,291 CHF | 99.81% | 99.81% |
12/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 245,292 | 245,292 | 54,453 CHF | 56,906 CHF | 99.49% | 99.49% |
11/11/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 255,331 | 255,330 | 51,531 CHF | 54,084 CHF | 99.71% | 99.71% |
08/11/2024 | 6.02% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 322,059 | 322,060 | 51,871 CHF | 55,092 CHF | 99.80% | 99.80% |
07/11/2024 | 5.37% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 289,380 | 289,380 | 52,497 CHF | 55,391 CHF | 95.69% | 95.69% |