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 | 5.04% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 768,171 | 256,057 | 148,781 CHF | 52,154 CHF | 99.18% | 99.18% |
19/11/2024 | 4.88% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 150,120 CHF | 52,540 CHF | 96.66% | 96.66% |
18/11/2024 | 5.25% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 782,848 | 260,949 | 145,268 CHF | 51,032 CHF | 97.33% | 97.33% |
15/11/2024 | 3.52% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 737,794 | 245,931 | 206,127 CHF | 71,168 CHF | 96.42% | 96.42% |
14/11/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 616,072 | 205,357 | 208,808 CHF | 71,656 CHF | 99.29% | 99.29% |
13/11/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,123 CHF | 56,541 CHF | 98.79% | 98.79% |
12/11/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 182,560 CHF | 63,353 CHF | 99.37% | 99.37% |
11/11/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,095 CHF | 60,198 CHF | 99.36% | 99.36% |
08/11/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 831,423 | 277,141 | 173,863 CHF | 60,726 CHF | 99.36% | 99.36% |
07/11/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 869,425 | 289,808 | 183,042 CHF | 63,912 CHF | 98.64% | 98.64% |