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 | 5.42% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 294,078 | 294,078 | 52,784 CHF | 55,725 CHF | 99.80% | 99.80% |
19/11/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,051 | 301,051 | 52,046 CHF | 55,056 CHF | 99.71% | 99.71% |
18/11/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 273,692 | 273,692 | 52,107 CHF | 54,844 CHF | 99.71% | 99.71% |
15/11/2024 | 4.78% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,121 | 254,121 | 51,890 CHF | 54,431 CHF | 99.81% | 99.81% |
14/11/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 260,288 | 260,288 | 51,240 CHF | 53,843 CHF | 99.80% | 99.80% |
13/11/2024 | 4.87% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 255,348 | 255,348 | 51,185 CHF | 53,739 CHF | 99.79% | 99.79% |
12/11/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 260,135 | 260,135 | 50,994 CHF | 53,596 CHF | 99.49% | 99.49% |
11/11/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,832 CHF | 53,332 CHF | 99.71% | 99.71% |
08/11/2024 | 4.55% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,569 | 249,569 | 53,591 CHF | 56,087 CHF | 99.80% | 99.80% |
07/11/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 215,292 | 215,292 | 52,500 CHF | 54,653 CHF | 95.67% | 95.67% |