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 | 4.94% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 255,949 | 255,949 | 50,562 CHF | 53,121 CHF | 99.80% | 99.80% |
19/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,619 CHF | 55,119 CHF | 99.70% | 99.70% |
18/11/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,091 CHF | 52,591 CHF | 99.70% | 99.70% |
15/11/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 263,196 | 263,196 | 51,180 CHF | 53,812 CHF | 99.79% | 99.79% |
14/11/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 259,979 | 259,979 | 51,017 CHF | 53,617 CHF | 99.80% | 99.80% |
13/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,000 CHF | 52,500 CHF | 99.80% | 99.80% |
12/11/2024 | 5.12% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 274,162 | 274,163 | 52,149 CHF | 54,891 CHF | 99.49% | 99.49% |
11/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 54,000 CHF | 57,000 CHF | 99.70% | 99.70% |
08/11/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 281,838 | 281,838 | 52,861 CHF | 55,679 CHF | 99.81% | 99.81% |
07/11/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 287,024 | 287,023 | 53,088 CHF | 55,958 CHF | 95.70% | 95.70% |