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 | 4.48% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 240,116 | 240,116 | 52,422 CHF | 54,824 CHF | 99.49% | 99.49% |
19/11/2024 | 5.00% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 262,507 | 262,507 | 51,124 CHF | 53,749 CHF | 99.02% | 99.02% |
18/11/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 237,061 | 237,061 | 53,244 CHF | 55,615 CHF | 99.29% | 99.29% |
15/11/2024 | 3.51% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 186,337 | 186,337 | 52,127 CHF | 53,990 CHF | 98.88% | 98.88% |
14/11/2024 | 2.76% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 153,706 | 153,706 | 54,817 CHF | 56,354 CHF | 99.10% | 99.10% |
13/11/2024 | 3.45% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 170,012 | 170,012 | 48,654 CHF | 50,354 CHF | 98.10% | 98.10% |
12/11/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,273 | 100,273 | 25,618 CHF | 26,620 CHF | 99.16% | 99.16% |
11/11/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 97,894 | 97,894 | 26,890 CHF | 27,869 CHF | 99.40% | 99.40% |
08/11/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 93,574 | 93,574 | 26,807 CHF | 27,742 CHF | 99.50% | 99.50% |
07/11/2024 | 3.62% | 0.31 CHF | 0.32 CHF | 88,000 | 88,000 | 97,753 | 97,753 | 26,568 CHF | 27,546 CHF | 97.97% | 97.97% |