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 | 4.46% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 244,083 | 244,083 | 53,546 CHF | 55,987 CHF | 99.80% | 99.80% |
19/11/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 238,296 | 238,296 | 53,348 CHF | 55,731 CHF | 99.71% | 99.71% |
18/11/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,154 CHF | 53,654 CHF | 99.70% | 99.70% |
15/11/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 266,305 | 266,305 | 51,725 CHF | 54,388 CHF | 99.81% | 99.81% |
14/11/2024 | 4.79% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 252,580 | 252,580 | 51,465 CHF | 53,990 CHF | 99.80% | 99.80% |
13/11/2024 | 4.78% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,143 CHF | 53,643 CHF | 99.80% | 99.80% |
12/11/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,987 CHF | 55,487 CHF | 99.49% | 99.49% |
11/11/2024 | 4.83% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 253,285 | 253,284 | 51,249 CHF | 53,782 CHF | 99.71% | 99.71% |
08/11/2024 | 5.04% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 266,818 | 266,818 | 51,585 CHF | 54,253 CHF | 99.81% | 99.81% |
07/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 298,156 | 298,156 | 53,656 CHF | 56,637 CHF | 95.67% | 95.67% |