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 | 5.52% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,572 | 299,572 | 52,847 CHF | 55,843 CHF | 98.60% | 98.60% |
22/11/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 289,278 | 289,279 | 53,249 CHF | 56,142 CHF | 100.00% | 100.00% |
20/11/2024 | 4.18% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 229,912 | 229,912 | 53,802 CHF | 56,101 CHF | 100.00% | 100.00% |
19/11/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 244,277 | 244,278 | 53,611 CHF | 56,053 CHF | 99.56% | 99.56% |
18/11/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,696 CHF | 52,696 CHF | 99.94% | 99.94% |
15/11/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 214,424 | 214,424 | 52,141 CHF | 54,286 CHF | 100.00% | 100.00% |
14/11/2024 | 4.51% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 244,750 | 244,750 | 53,060 CHF | 55,508 CHF | 100.00% | 100.00% |
13/11/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 254,036 | 254,036 | 52,274 CHF | 54,814 CHF | 100.00% | 100.00% |
12/11/2024 | 4.44% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 244,177 | 244,177 | 53,803 CHF | 56,244 CHF | 99.98% | 99.98% |
11/11/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 226,614 | 226,614 | 53,208 CHF | 55,475 CHF | 100.00% | 100.00% |