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 | 6.34% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 342,971 | 342,970 | 52,386 CHF | 55,815 CHF | 99.48% | 99.48% |
19/11/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 317,061 | 317,061 | 52,113 CHF | 55,284 CHF | 99.35% | 99.35% |
18/11/2024 | 6.32% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 340,898 | 340,898 | 52,219 CHF | 55,628 CHF | 99.32% | 99.32% |
15/11/2024 | 6.51% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 354,876 | 354,873 | 52,800 CHF | 56,348 CHF | 99.33% | 99.33% |
14/11/2024 | 9.08% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 473,678 | 473,608 | 49,835 CHF | 54,564 CHF | 99.28% | 99.28% |
13/11/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 422,905 | 422,893 | 45,658 CHF | 49,886 CHF | 99.10% | 99.10% |
12/11/2024 | 8.49% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 226,307 | 224,872 | 25,532 CHF | 27,638 CHF | 99.01% | 99.01% |
11/11/2024 | 6.76% | 0.13 CHF | 0.14 CHF | 238,000 | 238,000 | 183,582 | 183,582 | 26,225 CHF | 28,061 CHF | 99.28% | 99.28% |
08/11/2024 | 4.35% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 116,126 | 116,126 | 26,119 CHF | 27,281 CHF | 99.43% | 99.43% |
07/11/2024 | 3.93% | 0.22 CHF | 0.23 CHF | 125,000 | 125,000 | 103,338 | 103,337 | 25,783 CHF | 26,816 CHF | 99.29% | 99.29% |