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 | 4.50% | 0.21 CHF | 0.22 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 48,972 CHF | 5,691 CHF | 99.38% | 99.38% |
19/11/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 225,000 | 25,000 | 240,191 | 24,994 | 45,774 CHF | 5,034 CHF | 99.37% | 99.37% |
18/11/2024 | 4.01% | 0.23 CHF | 0.24 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 55,234 CHF | 6,387 CHF | 99.23% | 99.23% |
15/11/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 70,084 CHF | 8,037 CHF | 99.37% | 99.37% |
14/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 76,847 CHF | 8,789 CHF | 99.38% | 99.38% |
13/11/2024 | 3.41% | 0.32 CHF | 0.33 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 64,992 CHF | 7,471 CHF | 99.37% | 99.37% |
12/11/2024 | 3.12% | 0.29 CHF | 0.30 CHF | 224,999 | 25,000 | 224,999 | 25,000 | 71,149 CHF | 8,155 CHF | 99.37% | 99.37% |
11/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 224,999 | 25,000 | 224,999 | 25,000 | 80,710 CHF | 9,218 CHF | 99.37% | 99.37% |
08/11/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 224,999 | 25,000 | 224,999 | 25,000 | 77,440 CHF | 8,854 CHF | 99.38% | 99.38% |
07/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 87,858 CHF | 10,012 CHF | 99.28% | 99.28% |