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 | 4.74% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 199,598 | 199,598 | 41,285 CHF | 43,281 CHF | 99.48% | 99.48% |
19/11/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 205,000 | 205,000 | 203,401 | 203,401 | 50,250 CHF | 52,284 CHF | 99.41% | 99.41% |
18/11/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 199,174 | 199,174 | 38,133 CHF | 40,125 CHF | 99.89% | 99.89% |
15/11/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 199,175 | 199,175 | 41,940 CHF | 43,932 CHF | 100.00% | 100.00% |
14/11/2024 | 4.01% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 201,618 | 201,618 | 49,392 CHF | 51,408 CHF | 98.60% | 98.60% |
13/11/2024 | 3.69% | 0.31 CHF | 0.32 CHF | 205,000 | 205,000 | 203,638 | 203,638 | 54,525 CHF | 56,561 CHF | 100.00% | 100.00% |
12/11/2024 | 4.45% | 0.26 CHF | 0.27 CHF | 205,000 | 205,000 | 199,775 | 199,775 | 44,121 CHF | 46,119 CHF | 99.88% | 99.88% |
11/11/2024 | 4.28% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 199,744 | 199,744 | 45,918 CHF | 47,915 CHF | 100.00% | 100.00% |
08/11/2024 | 3.41% | 0.31 CHF | 0.32 CHF | 205,000 | 205,000 | 203,525 | 203,525 | 59,061 CHF | 61,096 CHF | 98.50% | 98.50% |
07/11/2024 | 5.33% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 195,144 | 195,144 | 35,908 CHF | 37,859 CHF | 100.00% | 100.00% |