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 | 4.04% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 216,501 | 216,501 | 52,526 CHF | 54,691 CHF | 99.80% | 99.80% |
19/11/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 244,789 | 244,789 | 54,165 CHF | 56,613 CHF | 99.71% | 99.71% |
18/11/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 224,337 | 224,337 | 53,243 CHF | 55,486 CHF | 99.69% | 99.69% |
15/11/2024 | 3.69% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 199,811 | 199,811 | 53,157 CHF | 55,155 CHF | 99.80% | 99.80% |
14/11/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 194,301 | 194,301 | 54,356 CHF | 56,299 CHF | 99.81% | 99.81% |
13/11/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,548 CHF | 55,548 CHF | 99.80% | 99.80% |
12/11/2024 | 3.35% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 179,688 | 179,688 | 52,790 CHF | 54,587 CHF | 99.49% | 99.49% |
11/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,393 CHF | 56,143 CHF | 99.70% | 99.70% |
08/11/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,598 CHF | 53,348 CHF | 99.80% | 99.80% |
07/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,521 CHF | 57,271 CHF | 95.70% | 95.70% |