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 | 5.97% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 319,256 | 319,256 | 51,844 CHF | 55,036 CHF | 99.38% | 99.38% |
19/11/2024 | 6.23% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 337,788 | 337,784 | 52,518 CHF | 55,896 CHF | 91.05% | 91.05% |
18/11/2024 | 5.88% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 315,807 | 315,807 | 52,102 CHF | 55,260 CHF | 99.28% | 99.28% |
15/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 252,851 | 252,851 | 50,564 CHF | 53,092 CHF | 99.39% | 99.39% |
14/11/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 273,967 | 273,967 | 51,709 CHF | 54,448 CHF | 99.35% | 99.35% |
13/11/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 278,985 | 278,985 | 52,188 CHF | 54,978 CHF | 99.38% | 99.38% |
12/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,580 | 251,579 | 50,274 CHF | 52,790 CHF | 99.05% | 99.05% |
11/11/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,782 | 225,782 | 52,883 CHF | 55,141 CHF | 99.29% | 99.29% |
08/11/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 238,940 | 238,940 | 53,024 CHF | 55,413 CHF | 99.38% | 99.38% |
07/11/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 280,774 | 280,775 | 51,986 CHF | 54,793 CHF | 99.27% | 99.27% |