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 | 4.59% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 244,918 | 244,918 | 52,127 CHF | 54,576 CHF | 99.49% | 99.49% |
19/11/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,396 | 249,396 | 51,329 CHF | 53,823 CHF | 98.35% | 98.35% |
18/11/2024 | 3.94% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 206,537 | 206,537 | 51,398 CHF | 53,463 CHF | 99.07% | 99.07% |
15/11/2024 | 4.49% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 245,689 | 245,690 | 53,522 CHF | 55,979 CHF | 99.38% | 99.38% |
14/11/2024 | 4.43% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 240,657 | 240,657 | 53,082 CHF | 55,488 CHF | 98.86% | 98.86% |
13/11/2024 | 4.75% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 221,513 | 221,515 | 45,618 CHF | 47,834 CHF | 99.07% | 99.07% |
12/11/2024 | 4.80% | 0.22 CHF | 0.23 CHF | 125,000 | 125,000 | 128,206 | 128,207 | 26,054 CHF | 27,337 CHF | 98.78% | 98.78% |
11/11/2024 | 6.04% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 163,392 | 163,395 | 26,271 CHF | 27,905 CHF | 99.35% | 99.35% |
08/11/2024 | 7.26% | 0.14 CHF | 0.15 CHF | 175,000 | 175,000 | 194,336 | 194,336 | 25,827 CHF | 27,771 CHF | 99.49% | 99.49% |
07/11/2024 | 5.62% | 0.15 CHF | 0.16 CHF | 163,000 | 163,000 | 151,949 | 151,944 | 26,308 CHF | 27,826 CHF | 99.09% | 99.09% |