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 | 3.80% | 0.25 CHF | 0.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 58,191 CHF | 20,147 CHF | 99.16% | 99.16% |
19/11/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 59,340 CHF | 20,530 CHF | 99.16% | 99.16% |
18/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 61,196 CHF | 21,149 CHF | 99.22% | 99.22% |
15/11/2024 | 3.66% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 60,442 CHF | 20,897 CHF | 99.17% | 99.17% |
14/11/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 225,000 | 75,000 | 229,381 | 76,460 | 55,238 CHF | 19,177 CHF | 99.15% | 99.15% |
13/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 291,605 | 97,202 | 63,520 CHF | 22,145 CHF | 99.16% | 99.16% |
12/11/2024 | 4.89% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 60,054 CHF | 21,018 CHF | 99.16% | 99.16% |
11/11/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 61,457 CHF | 21,236 CHF | 99.16% | 99.16% |
08/11/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 62,981 CHF | 21,744 CHF | 99.17% | 99.17% |
07/11/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 61,170 CHF | 21,140 CHF | 98.19% | 98.19% |