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 | 3.88% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 205,293 | 205,293 | 51,844 CHF | 53,897 CHF | 99.38% | 99.38% |
19/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 224,821 | 224,821 | 52,793 CHF | 55,041 CHF | 99.27% | 99.27% |
18/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 197,666 | 197,666 | 53,212 CHF | 55,189 CHF | 99.26% | 99.26% |
15/11/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 197,145 | 197,145 | 53,814 CHF | 55,785 CHF | 99.38% | 99.38% |
14/11/2024 | 3.90% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 207,603 | 207,603 | 52,144 CHF | 54,220 CHF | 99.37% | 99.37% |
13/11/2024 | 3.57% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 193,381 | 193,381 | 53,146 CHF | 55,080 CHF | 99.36% | 99.36% |
12/11/2024 | 3.62% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 197,332 | 197,332 | 53,535 CHF | 55,508 CHF | 99.03% | 99.03% |
11/11/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 154,818 | 154,818 | 53,210 CHF | 54,758 CHF | 99.22% | 99.22% |
08/11/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 172,278 | 172,278 | 53,961 CHF | 55,684 CHF | 99.38% | 99.38% |
07/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 154,303 | 154,303 | 54,860 CHF | 56,403 CHF | 99.27% | 99.27% |