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 | 5.68% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 78,395 CHF | 27,632 CHF | 98.68% | 98.68% |
19/11/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 88,564 CHF | 31,021 CHF | 99.37% | 99.37% |
18/11/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 86,022 CHF | 30,174 CHF | 99.26% | 99.26% |
15/11/2024 | 5.15% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,531 CHF | 30,010 CHF | 99.38% | 99.38% |
14/11/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 86,296 CHF | 30,265 CHF | 99.37% | 99.37% |
13/11/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,348 CHF | 29,283 CHF | 99.37% | 99.37% |
12/11/2024 | 5.61% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 78,146 CHF | 27,549 CHF | 99.38% | 99.38% |
11/11/2024 | 5.40% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 149,965 | 81,171 CHF | 28,550 CHF | 99.38% | 99.38% |
08/11/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 79,231 CHF | 27,910 CHF | 99.38% | 99.38% |
07/11/2024 | 4.78% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,745 CHF | 32,415 CHF | 98.37% | 98.37% |