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 | 3.46% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 185,751 | 185,751 | 52,804 CHF | 54,662 CHF | 99.38% | 99.38% |
19/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,739 | 199,739 | 54,857 CHF | 56,854 CHF | 99.27% | 99.27% |
18/11/2024 | 3.99% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 213,709 | 213,709 | 52,443 CHF | 54,581 CHF | 99.27% | 99.27% |
15/11/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 243,804 | 243,804 | 53,892 CHF | 56,330 CHF | 99.37% | 99.37% |
14/11/2024 | 5.17% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 282,197 | 282,198 | 53,117 CHF | 55,939 CHF | 99.35% | 99.35% |
13/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 303,748 | 303,748 | 51,760 CHF | 54,797 CHF | 99.37% | 99.37% |
12/11/2024 | 5.94% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 318,074 | 318,074 | 51,938 CHF | 55,119 CHF | 99.08% | 99.08% |
11/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,938 | 348,938 | 52,385 CHF | 55,874 CHF | 99.23% | 99.23% |
08/11/2024 | 6.16% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 331,852 | 331,852 | 52,179 CHF | 55,498 CHF | 99.39% | 99.39% |
07/11/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 336,558 | 336,558 | 52,132 CHF | 55,498 CHF | 99.25% | 99.25% |