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% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 219,567 | 219,567 | 52,305 CHF | 54,500 CHF | 99.39% | 99.39% |
19/11/2024 | 4.11% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 223,573 | 223,573 | 53,314 CHF | 55,550 CHF | 98.92% | 98.92% |
18/11/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 241,665 | 241,665 | 53,780 CHF | 56,197 CHF | 99.27% | 99.27% |
15/11/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 229,459 | 229,459 | 52,358 CHF | 54,653 CHF | 99.37% | 99.37% |
14/11/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 207,044 | 207,044 | 52,518 CHF | 54,588 CHF | 99.38% | 99.38% |
13/11/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,140 | 200,140 | 53,510 CHF | 55,511 CHF | 99.37% | 99.37% |
12/11/2024 | 4.32% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 238,909 | 238,909 | 54,125 CHF | 56,514 CHF | 99.09% | 99.09% |
11/11/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,125 CHF | 55,625 CHF | 99.24% | 99.24% |
08/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 240,587 | 240,588 | 53,509 CHF | 55,915 CHF | 99.38% | 99.38% |
07/11/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 231,234 | 231,234 | 53,295 CHF | 55,607 CHF | 99.25% | 99.25% |