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 | 5.75% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 618,774 | 206,258 | 104,482 CHF | 36,890 CHF | 99.37% | 99.37% |
19/11/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 613,636 | 204,545 | 103,196 CHF | 36,444 CHF | 96.72% | 96.72% |
18/11/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 119,261 CHF | 41,754 CHF | 97.54% | 97.54% |
15/11/2024 | 4.15% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,751 CHF | 49,250 CHF | 96.44% | 96.44% |
14/11/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,372 CHF | 49,457 CHF | 99.26% | 99.26% |
13/11/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,767 CHF | 49,922 CHF | 99.02% | 99.02% |
12/11/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 160,787 CHF | 55,596 CHF | 99.25% | 99.25% |
11/11/2024 | 3.88% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,020 CHF | 52,673 CHF | 99.36% | 99.36% |
08/11/2024 | 4.37% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 135,018 CHF | 47,006 CHF | 99.34% | 99.34% |
07/11/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,293 CHF | 45,764 CHF | 98.72% | 98.72% |