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 | 3.98% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 207,259 | 207,259 | 51,034 CHF | 53,106 CHF | 99.02% | 99.02% |
19/11/2024 | 4.78% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 252,277 | 252,278 | 51,551 CHF | 54,074 CHF | 99.27% | 99.27% |
18/11/2024 | 5.07% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 273,268 | 273,268 | 52,495 CHF | 55,228 CHF | 99.23% | 99.23% |
15/11/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 264,555 | 264,556 | 51,316 CHF | 53,962 CHF | 98.52% | 98.52% |
14/11/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 213,971 | 213,971 | 52,046 CHF | 54,186 CHF | 98.64% | 98.64% |
13/11/2024 | 4.27% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 202,129 | 202,128 | 46,579 CHF | 48,600 CHF | 98.18% | 98.18% |
12/11/2024 | 4.80% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,379 | 125,377 | 25,539 CHF | 26,793 CHF | 98.87% | 98.87% |
11/11/2024 | 5.83% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 157,262 | 157,262 | 26,211 CHF | 27,784 CHF | 99.31% | 99.31% |
08/11/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 175,000 | 175,000 | 162,130 | 162,130 | 25,948 CHF | 27,569 CHF | 99.49% | 99.49% |
07/11/2024 | 6.61% | 0.15 CHF | 0.16 CHF | 188,000 | 188,000 | 179,818 | 179,817 | 26,333 CHF | 28,131 CHF | 99.34% | 99.34% |