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 | 3.37% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 178,889 | 178,889 | 52,199 CHF | 53,988 CHF | 99.80% | 99.80% |
19/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 177,082 | 177,082 | 52,204 CHF | 53,975 CHF | 99.70% | 99.70% |
18/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,173 CHF | 57,173 CHF | 99.70% | 99.70% |
15/11/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,853 CHF | 54,853 CHF | 99.80% | 99.80% |
14/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,663 CHF | 56,663 CHF | 99.80% | 99.80% |
13/11/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 198,954 | 198,954 | 54,529 CHF | 56,519 CHF | 99.79% | 99.79% |
12/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 194,809 | 194,809 | 54,643 CHF | 56,592 CHF | 99.50% | 99.50% |
11/11/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,320 CHF | 56,320 CHF | 99.71% | 99.71% |
08/11/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,429 CHF | 54,429 CHF | 99.81% | 99.81% |
07/11/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 207,384 | 207,383 | 51,207 CHF | 53,280 CHF | 95.67% | 95.67% |