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 | 5.03% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 270,069 | 270,069 | 52,329 CHF | 55,030 CHF | 99.49% | 99.49% |
19/11/2024 | 5.52% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 297,995 | 297,993 | 52,528 CHF | 55,508 CHF | 97.77% | 97.77% |
18/11/2024 | 3.89% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 204,197 | 204,197 | 51,467 CHF | 53,509 CHF | 99.29% | 99.29% |
15/11/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 232,894 | 232,894 | 52,373 CHF | 54,702 CHF | 98.76% | 98.76% |
14/11/2024 | 3.14% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 176,049 | 176,049 | 55,267 CHF | 57,028 CHF | 99.00% | 99.00% |
13/11/2024 | 3.53% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 170,523 | 170,522 | 47,720 CHF | 49,425 CHF | 99.44% | 99.44% |
12/11/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 88,000 | 88,000 | 90,631 | 90,631 | 26,939 CHF | 27,846 CHF | 99.07% | 99.07% |
11/11/2024 | 5.10% | 0.30 CHF | 0.31 CHF | 88,000 | 88,000 | 137,272 | 137,273 | 26,269 CHF | 27,641 CHF | 99.33% | 99.33% |
08/11/2024 | 7.64% | 0.15 CHF | 0.16 CHF | 188,000 | 188,000 | 205,231 | 205,230 | 25,890 CHF | 27,943 CHF | 99.44% | 99.44% |
07/11/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 188,000 | 188,000 | 189,265 | 189,265 | 26,338 CHF | 28,231 CHF | 98.66% | 98.66% |