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 | 4.85% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 256,036 | 256,036 | 51,553 CHF | 54,113 CHF | 98.81% | 98.81% |
19/11/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,827 | 300,827 | 52,435 CHF | 55,443 CHF | 97.42% | 97.42% |
18/11/2024 | 4.95% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 261,518 | 261,508 | 51,529 CHF | 54,142 CHF | 97.80% | 97.80% |
15/11/2024 | 3.75% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 205,882 | 205,881 | 54,011 CHF | 56,070 CHF | 98.28% | 98.28% |
14/11/2024 | 2.77% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 154,326 | 154,326 | 54,881 CHF | 56,424 CHF | 98.47% | 98.47% |
13/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 129,466 | 129,466 | 50,239 CHF | 51,534 CHF | 98.21% | 98.21% |
12/11/2024 | 2.46% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 66,628 | 66,626 | 26,712 CHF | 27,378 CHF | 98.99% | 98.99% |
11/11/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 63,000 | 63,000 | 65,177 | 65,177 | 27,254 CHF | 27,906 CHF | 99.06% | 99.06% |
08/11/2024 | 3.08% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 85,533 | 85,533 | 27,355 CHF | 28,211 CHF | 99.27% | 99.27% |
07/11/2024 | 3.86% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 101,656 | 101,656 | 25,824 CHF | 26,841 CHF | 98.67% | 98.67% |