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 | 4.90% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 254,945 | 254,945 | 50,760 CHF | 53,310 CHF | 99.38% | 99.38% |
19/11/2024 | 4.81% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 257,032 | 257,032 | 52,118 CHF | 54,688 CHF | 99.28% | 99.28% |
18/11/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 241,788 | 241,788 | 53,298 CHF | 55,715 CHF | 99.25% | 99.25% |
15/11/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 221,765 | 221,765 | 52,537 CHF | 54,755 CHF | 99.38% | 99.38% |
14/11/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 184,320 | 184,320 | 54,464 CHF | 56,307 CHF | 99.35% | 99.35% |
13/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 172,909 | 172,909 | 56,568 CHF | 58,297 CHF | 99.39% | 99.39% |
12/11/2024 | 2.78% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 150,654 | 150,654 | 53,395 CHF | 54,901 CHF | 99.07% | 99.07% |
11/11/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 146,865 | 146,865 | 56,363 CHF | 57,831 CHF | 99.24% | 99.24% |
08/11/2024 | 2.92% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 163,106 | 163,107 | 55,072 CHF | 56,703 CHF | 99.38% | 99.38% |
07/11/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 222,504 | 222,504 | 53,000 CHF | 55,225 CHF | 99.27% | 99.27% |