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 | 6.15% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 330,867 | 330,867 | 52,162 CHF | 55,471 CHF | 99.37% | 99.37% |
19/11/2024 | 6.50% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 352,382 | 352,382 | 52,496 CHF | 56,020 CHF | 99.28% | 99.28% |
18/11/2024 | 5.91% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 317,421 | 317,421 | 52,121 CHF | 55,295 CHF | 99.26% | 99.26% |
15/11/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,174 CHF | 55,674 CHF | 99.39% | 99.39% |
14/11/2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 266,774 | 266,774 | 52,327 CHF | 54,995 CHF | 99.35% | 99.35% |
13/11/2024 | 4.99% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 267,894 | 267,894 | 52,313 CHF | 54,992 CHF | 99.39% | 99.39% |
12/11/2024 | 4.53% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 247,335 | 247,335 | 53,367 CHF | 55,840 CHF | 99.07% | 99.07% |
11/11/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,882 CHF | 54,882 CHF | 99.27% | 99.27% |
08/11/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 212,927 | 212,927 | 52,227 CHF | 54,357 CHF | 99.38% | 99.38% |
07/11/2024 | 4.99% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 269,617 | 269,617 | 52,634 CHF | 55,331 CHF | 99.24% | 99.24% |