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 | 5.44% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 107,303 CHF | 37,768 CHF | 99.22% | 99.22% |
19/11/2024 | 5.10% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 115,037 CHF | 40,346 CHF | 99.49% | 99.49% |
18/11/2024 | 5.59% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 104,522 CHF | 36,841 CHF | 99.29% | 99.29% |
15/11/2024 | 5.24% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 111,923 CHF | 39,308 CHF | 99.38% | 99.38% |
14/11/2024 | 4.62% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 127,154 CHF | 44,385 CHF | 97.89% | 97.89% |
13/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,919 CHF | 56,973 CHF | 99.14% | 99.14% |
12/11/2024 | 4.18% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,368 CHF | 49,123 CHF | 99.58% | 99.58% |
11/11/2024 | 4.92% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 119,113 CHF | 41,704 CHF | 99.35% | 99.35% |
08/11/2024 | 4.97% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 118,320 CHF | 41,440 CHF | 99.33% | 99.33% |
07/11/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 640,084 | 213,361 | 111,071 CHF | 39,157 CHF | 98.79% | 98.79% |