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 | 3.59% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 194,916 | 194,916 | 53,453 CHF | 55,402 CHF | 99.47% | 99.47% |
19/11/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 198,941 | 198,941 | 53,448 CHF | 55,438 CHF | 98.49% | 98.49% |
18/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 194,816 | 194,815 | 54,478 CHF | 56,426 CHF | 98.99% | 98.99% |
15/11/2024 | 4.13% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 220,954 | 220,954 | 52,478 CHF | 54,687 CHF | 99.30% | 99.30% |
14/11/2024 | 5.07% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 269,802 | 269,818 | 51,832 CHF | 54,534 CHF | 98.69% | 98.69% |
13/11/2024 | 5.16% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 246,227 | 246,227 | 46,717 CHF | 49,179 CHF | 99.15% | 99.15% |
12/11/2024 | 5.73% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 151,737 | 151,737 | 25,708 CHF | 27,225 CHF | 99.11% | 99.11% |
11/11/2024 | 7.00% | 0.17 CHF | 0.18 CHF | 163,000 | 163,000 | 189,710 | 189,710 | 26,161 CHF | 28,058 CHF | 98.95% | 98.95% |
08/11/2024 | 6.69% | 0.13 CHF | 0.14 CHF | 188,000 | 188,000 | 180,908 | 180,887 | 26,149 CHF | 27,955 CHF | 99.41% | 99.41% |
07/11/2024 | 5.86% | 0.15 CHF | 0.16 CHF | 175,000 | 175,000 | 157,067 | 157,067 | 26,043 CHF | 27,614 CHF | 98.89% | 98.89% |