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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 171,437 | 171,437 | 56,148 CHF | 57,862 CHF | 97.95% | 97.95% |
22/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 157,502 | 157,502 | 53,069 CHF | 54,644 CHF | 99.39% | 99.39% |
20/11/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,260 | 175,260 | 52,353 CHF | 54,105 CHF | 99.39% | 99.39% |
19/11/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 174,827 | 174,827 | 55,292 CHF | 57,040 CHF | 99.28% | 99.28% |
18/11/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 181,996 | 181,996 | 52,906 CHF | 54,726 CHF | 99.28% | 99.28% |
15/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,523 | 175,523 | 51,717 CHF | 53,473 CHF | 99.38% | 99.38% |
14/11/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 176,829 | 176,829 | 52,981 CHF | 54,749 CHF | 99.35% | 99.35% |
13/11/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 168,172 | 168,172 | 55,806 CHF | 57,487 CHF | 99.39% | 99.39% |
12/11/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 162,045 | 162,045 | 52,996 CHF | 54,617 CHF | 99.05% | 99.05% |
11/11/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 221,591 | 221,591 | 52,964 CHF | 55,180 CHF | 99.27% | 99.27% |