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 | 5.51% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,328 | 299,326 | 52,879 CHF | 55,872 CHF | 99.22% | 99.22% |
19/11/2024 | 5.06% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 268,961 | 268,961 | 51,858 CHF | 54,547 CHF | 97.45% | 97.45% |
18/11/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 328,810 | 328,810 | 52,339 CHF | 55,627 CHF | 99.20% | 99.20% |
15/11/2024 | 5.13% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 269,960 | 269,960 | 51,205 CHF | 53,904 CHF | 98.78% | 98.78% |
14/11/2024 | 4.92% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 260,888 | 260,891 | 51,698 CHF | 54,307 CHF | 99.31% | 99.31% |
13/11/2024 | 4.35% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 209,128 | 209,128 | 47,157 CHF | 49,248 CHF | 98.14% | 98.14% |
12/11/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 125,000 | 125,000 | 120,907 | 120,907 | 26,207 CHF | 27,416 CHF | 99.10% | 99.10% |
11/11/2024 | 3.60% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 97,087 | 97,087 | 26,487 CHF | 27,458 CHF | 99.36% | 99.36% |
08/11/2024 | 2.78% | 0.33 CHF | 0.34 CHF | 88,000 | 88,000 | 77,485 | 77,485 | 27,528 CHF | 28,303 CHF | 98.19% | 98.19% |
07/11/2024 | 3.56% | 0.33 CHF | 0.34 CHF | 88,000 | 88,000 | 97,774 | 97,773 | 27,029 CHF | 28,006 CHF | 99.01% | 99.01% |