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 | 3.40% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 183,486 | 183,486 | 52,973 CHF | 54,808 CHF | 99.38% | 99.38% |
19/11/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,760 | 175,760 | 54,982 CHF | 56,739 CHF | 99.30% | 99.30% |
18/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 214,939 | 214,939 | 52,065 CHF | 54,215 CHF | 99.25% | 99.25% |
15/11/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 235,670 | 235,670 | 53,000 CHF | 55,357 CHF | 99.38% | 99.38% |
14/11/2024 | 4.24% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 227,669 | 227,669 | 52,599 CHF | 54,876 CHF | 99.32% | 99.32% |
13/11/2024 | 3.79% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 204,257 | 204,257 | 52,927 CHF | 54,969 CHF | 99.36% | 99.36% |
12/11/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 271,760 | 271,760 | 51,572 CHF | 54,290 CHF | 99.06% | 99.06% |
11/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 194,044 | 194,044 | 52,928 CHF | 54,868 CHF | 99.28% | 99.28% |
08/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 153,866 | 153,866 | 53,103 CHF | 54,641 CHF | 99.39% | 99.39% |
07/11/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 169,737 | 169,737 | 55,628 CHF | 57,325 CHF | 99.19% | 99.19% |