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 | 4.81% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,537 | 251,537 | 51,045 CHF | 53,560 CHF | 99.12% | 99.12% |
19/11/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,205 | 301,203 | 52,180 CHF | 55,191 CHF | 99.00% | 99.00% |
18/11/2024 | 4.68% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 253,206 | 253,206 | 52,839 CHF | 55,371 CHF | 99.14% | 99.14% |
15/11/2024 | 4.34% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 231,456 | 231,443 | 52,203 CHF | 54,514 CHF | 98.78% | 98.78% |
14/11/2024 | 3.01% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 161,177 | 161,177 | 52,687 CHF | 54,299 CHF | 99.33% | 99.33% |
13/11/2024 | 2.85% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 137,156 | 137,155 | 47,666 CHF | 49,038 CHF | 98.97% | 98.97% |
12/11/2024 | 2.95% | 0.38 CHF | 0.39 CHF | 75,000 | 75,000 | 82,183 | 82,186 | 27,475 CHF | 28,298 CHF | 99.00% | 99.00% |
11/11/2024 | 4.57% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 123,870 | 123,870 | 26,550 CHF | 27,789 CHF | 99.25% | 99.25% |
08/11/2024 | 8.40% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 228,953 | 228,954 | 26,118 CHF | 28,407 CHF | 99.42% | 99.42% |
07/11/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 213,000 | 213,000 | 231,257 | 231,254 | 25,848 CHF | 28,160 CHF | 99.30% | 99.30% |