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 | 5.92% | 0.16 CHF | 0.17 CHF | 300,000 | 50,000 | 320,757 | 49,947 | 52,457 CHF | 8,716 CHF | 99.05% | 99.17% |
19/11/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 450,000 | 50,000 | 429,566 | 50,000 | 57,814 CHF | 7,316 CHF | 99.01% | 99.07% |
18/11/2024 | 4.85% | 0.18 CHF | 0.19 CHF | 300,000 | 50,000 | 291,075 | 50,000 | 58,874 CHF | 10,686 CHF | 99.23% | 99.23% |
15/11/2024 | 3.06% | 0.28 CHF | 0.29 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 72,762 CHF | 16,669 CHF | 99.17% | 99.17% |
14/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 90,202 CHF | 20,545 CHF | 99.15% | 99.15% |
13/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 94,738 CHF | 21,553 CHF | 99.16% | 99.16% |
12/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 98,462 CHF | 22,380 CHF | 99.16% | 99.16% |
11/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 100,597 CHF | 22,855 CHF | 99.17% | 99.17% |
08/11/2024 | 2.02% | 0.45 CHF | 0.46 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 110,578 CHF | 25,073 CHF | 99.16% | 99.16% |
07/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 124,664 CHF | 28,203 CHF | 98.26% | 98.26% |