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 | 4.05% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 217,206 | 217,206 | 52,563 CHF | 54,735 CHF | 99.80% | 99.80% |
19/11/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,654 | 247,654 | 53,659 CHF | 56,136 CHF | 99.70% | 99.70% |
18/11/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 224,337 | 224,337 | 52,887 CHF | 55,131 CHF | 99.69% | 99.69% |
15/11/2024 | 3.67% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 199,811 | 199,811 | 53,491 CHF | 55,489 CHF | 99.80% | 99.80% |
14/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 189,640 | 189,640 | 53,691 CHF | 55,587 CHF | 99.80% | 99.80% |
13/11/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,409 CHF | 56,409 CHF | 99.80% | 99.80% |
12/11/2024 | 3.27% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 178,380 | 178,379 | 53,592 CHF | 55,376 CHF | 99.50% | 99.50% |
11/11/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,260 CHF | 58,010 CHF | 99.70% | 99.70% |
08/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,088 CHF | 54,838 CHF | 99.81% | 99.81% |
07/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 170,384 | 170,384 | 55,832 CHF | 57,536 CHF | 95.69% | 95.69% |