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 | 4.18% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,704 | 225,704 | 52,880 CHF | 55,137 CHF | 99.80% | 99.80% |
19/11/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 248,706 | 248,706 | 53,324 CHF | 55,811 CHF | 99.70% | 99.70% |
18/11/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 227,874 | 227,874 | 52,383 CHF | 54,662 CHF | 99.69% | 99.69% |
15/11/2024 | 3.85% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 203,071 | 203,071 | 51,664 CHF | 53,695 CHF | 99.80% | 99.80% |
14/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,418 CHF | 55,418 CHF | 99.80% | 99.80% |
13/11/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,256 CHF | 53,256 CHF | 99.80% | 99.80% |
12/11/2024 | 3.51% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 191,189 | 191,189 | 53,552 CHF | 55,464 CHF | 99.49% | 99.49% |
11/11/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,157 | 175,157 | 51,973 CHF | 53,724 CHF | 99.70% | 99.70% |
08/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 194,131 | 194,131 | 54,775 CHF | 56,716 CHF | 99.81% | 99.81% |
07/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,150 | 175,150 | 53,149 CHF | 54,900 CHF | 95.70% | 95.70% |