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 | 5.78% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,367 CHF | 53,456 CHF | 99.47% | 99.47% |
19/11/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,286 CHF | 53,429 CHF | 96.67% | 96.67% |
18/11/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 170,629 CHF | 59,876 CHF | 97.65% | 97.65% |
15/11/2024 | 4.51% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 771,268 | 257,089 | 167,166 CHF | 58,293 CHF | 96.48% | 96.48% |
14/11/2024 | 4.50% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 163,087 CHF | 56,862 CHF | 99.29% | 99.29% |
13/11/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 756,242 | 252,081 | 165,965 CHF | 57,842 CHF | 98.80% | 98.80% |
12/11/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 179,245 CHF | 62,248 CHF | 99.25% | 99.25% |
11/11/2024 | 4.34% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 169,605 CHF | 59,035 CHF | 99.36% | 99.36% |
08/11/2024 | 4.76% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 869,562 | 289,854 | 178,178 CHF | 62,291 CHF | 99.34% | 99.34% |
07/11/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 180,779 CHF | 63,260 CHF | 98.65% | 98.65% |