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 | 7.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 379,641 | 379,641 | 52,273 CHF | 56,069 CHF | 99.10% | 99.10% |
19/11/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 372,006 | 372,006 | 52,236 CHF | 55,956 CHF | 97.86% | 97.86% |
18/11/2024 | 6.83% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 369,334 | 369,334 | 52,218 CHF | 55,912 CHF | 97.84% | 97.84% |
15/11/2024 | 5.96% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 317,584 | 317,584 | 51,705 CHF | 54,881 CHF | 98.32% | 98.32% |
14/11/2024 | 4.30% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 230,945 | 230,933 | 52,553 CHF | 54,860 CHF | 99.43% | 99.43% |
13/11/2024 | 4.16% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 200,259 | 200,255 | 46,809 CHF | 48,810 CHF | 98.13% | 98.13% |
12/11/2024 | 3.58% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 99,029 | 99,029 | 27,176 CHF | 28,166 CHF | 98.85% | 98.85% |
11/11/2024 | 2.98% | 0.29 CHF | 0.30 CHF | 88,000 | 88,000 | 79,320 | 79,320 | 26,244 CHF | 27,037 CHF | 99.05% | 99.05% |
08/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 80,557 | 80,557 | 27,554 CHF | 28,360 CHF | 99.26% | 99.26% |
07/11/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 82,391 | 82,391 | 27,871 CHF | 28,695 CHF | 98.73% | 98.73% |