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 | 4.45% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 247,295 | 247,295 | 54,340 CHF | 56,813 CHF | 99.10% | 99.10% |
19/11/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 241,027 | 241,020 | 53,040 CHF | 55,449 CHF | 95.58% | 95.58% |
18/11/2024 | 5.23% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 282,029 | 282,029 | 52,519 CHF | 55,339 CHF | 99.30% | 99.30% |
15/11/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 313,939 | 313,949 | 51,510 CHF | 54,651 CHF | 99.36% | 99.36% |
14/11/2024 | 6.22% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 334,555 | 334,555 | 52,135 CHF | 55,481 CHF | 99.43% | 99.43% |
13/11/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 263,420 | 263,420 | 47,117 CHF | 49,751 CHF | 99.37% | 99.37% |
12/11/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 153,975 | 153,975 | 26,210 CHF | 27,750 CHF | 98.90% | 98.90% |
11/11/2024 | 4.10% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 109,663 | 109,663 | 26,222 CHF | 27,319 CHF | 99.32% | 99.32% |
08/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,659 CHF | 27,659 CHF | 99.45% | 99.45% |
07/11/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,281 CHF | 27,281 CHF | 99.23% | 99.23% |