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 | 4.22% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 229,341 | 229,341 | 53,142 CHF | 55,435 CHF | 99.37% | 99.37% |
19/11/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,835 CHF | 55,335 CHF | 88.35% | 88.35% |
18/11/2024 | 5.04% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 266,341 | 266,341 | 51,526 CHF | 54,190 CHF | 99.28% | 99.28% |
15/11/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 268,346 | 268,346 | 51,847 CHF | 54,531 CHF | 99.38% | 99.38% |
14/11/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 253,649 | 253,649 | 50,396 CHF | 52,933 CHF | 99.32% | 99.32% |
13/11/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 287,661 | 287,661 | 52,587 CHF | 55,463 CHF | 99.36% | 99.36% |
12/11/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,116 CHF | 55,116 CHF | 99.08% | 99.08% |
11/11/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 202,360 | 202,360 | 51,090 CHF | 53,113 CHF | 99.22% | 99.22% |
08/11/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,676 CHF | 57,676 CHF | 99.39% | 99.39% |
07/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 194,757 | 194,757 | 54,648 CHF | 56,596 CHF | 99.27% | 99.27% |