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 | 4.82% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,300 CHF | 31,934 CHF | 99.38% | 99.38% |
19/11/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 463,608 | 154,536 | 87,858 CHF | 30,831 CHF | 99.38% | 99.38% |
18/11/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,564 CHF | 31,688 CHF | 99.38% | 99.38% |
15/11/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 95,850 CHF | 33,450 CHF | 99.36% | 99.36% |
14/11/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,791 CHF | 34,430 CHF | 99.38% | 99.38% |
13/11/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 94,597 CHF | 33,032 CHF | 99.37% | 99.37% |
12/11/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,376 CHF | 36,625 CHF | 99.14% | 99.14% |
11/11/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 111,152 CHF | 38,551 CHF | 99.37% | 99.37% |
08/11/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,932 CHF | 34,478 CHF | 99.38% | 99.38% |
07/11/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,769 CHF | 35,090 CHF | 98.58% | 98.58% |