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 | 4.59% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,008 CHF | 55,836 CHF | 99.37% | 99.37% |
19/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 730,311 | 243,437 | 166,019 CHF | 57,774 CHF | 96.69% | 96.69% |
18/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 161,683 CHF | 55,894 CHF | 97.53% | 97.53% |
15/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 618,123 | 206,041 | 161,020 CHF | 55,734 CHF | 95.80% | 95.80% |
14/11/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 179,317 CHF | 62,272 CHF | 99.59% | 99.59% |
13/11/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,860 CHF | 61,120 CHF | 98.93% | 98.93% |
12/11/2024 | 3.85% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 706,350 | 235,450 | 179,838 CHF | 62,301 CHF | 99.33% | 99.33% |
11/11/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 601,403 | 200,468 | 169,466 CHF | 58,493 CHF | 99.37% | 99.37% |
08/11/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 181,190 CHF | 62,897 CHF | 98.24% | 98.24% |
07/11/2024 | 3.57% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,751 CHF | 57,250 CHF | 98.64% | 98.64% |