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 | 5.27% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,202 CHF | 29,567 CHF | 98.68% | 98.68% |
19/11/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,482 CHF | 32,661 CHF | 99.38% | 99.38% |
18/11/2024 | 4.68% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,953 CHF | 32,818 CHF | 99.25% | 99.25% |
15/11/2024 | 4.91% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 89,719 CHF | 31,406 CHF | 99.38% | 99.38% |
14/11/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,968 CHF | 31,823 CHF | 99.37% | 99.37% |
13/11/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 87,941 CHF | 30,814 CHF | 99.37% | 99.37% |
12/11/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,505 CHF | 29,668 CHF | 99.37% | 99.37% |
11/11/2024 | 5.01% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 87,789 CHF | 30,763 CHF | 99.38% | 99.38% |
08/11/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,914 CHF | 29,471 CHF | 99.37% | 99.37% |
07/11/2024 | 4.58% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 96,297 CHF | 33,599 CHF | 98.37% | 98.37% |