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 | 4.35% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 237,058 | 237,059 | 53,226 CHF | 55,597 CHF | 99.38% | 99.38% |
19/11/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 238,621 | 238,621 | 53,528 CHF | 55,914 CHF | 99.28% | 99.28% |
18/11/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 235,829 | 235,829 | 53,348 CHF | 55,706 CHF | 99.28% | 99.28% |
15/11/2024 | 4.90% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 262,112 | 262,112 | 52,206 CHF | 54,827 CHF | 99.38% | 99.38% |
14/11/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 224,266 | 224,266 | 53,831 CHF | 56,073 CHF | 99.35% | 99.35% |
13/11/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 230,163 | 230,163 | 52,919 CHF | 55,221 CHF | 99.38% | 99.38% |
12/11/2024 | 4.55% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 247,455 | 247,455 | 53,158 CHF | 55,632 CHF | 99.07% | 99.07% |
11/11/2024 | 5.75% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 306,282 | 306,281 | 51,805 CHF | 54,868 CHF | 99.28% | 99.28% |
08/11/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 299,638 | 299,638 | 51,487 CHF | 54,484 CHF | 99.37% | 99.37% |
07/11/2024 | 4.78% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 255,735 | 255,735 | 52,231 CHF | 54,788 CHF | 99.21% | 99.21% |