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 | 3.04% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 180,021 | 180,021 | 58,206 CHF | 60,006 CHF | 99.46% | 99.46% |
19/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 56,461 CHF | 58,461 CHF | 95.07% | 95.07% |
18/11/2024 | 3.63% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,133 CHF | 56,133 CHF | 99.38% | 99.38% |
15/11/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,649 CHF | 55,649 CHF | 98.69% | 98.69% |
14/11/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 199,902 | 199,902 | 61,796 CHF | 63,795 CHF | 98.75% | 98.75% |
13/11/2024 | 3.38% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 172,001 | 171,998 | 50,312 CHF | 52,031 CHF | 97.87% | 97.87% |
12/11/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,057 | 100,057 | 26,518 CHF | 27,518 CHF | 99.06% | 99.06% |
11/11/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 113,000 | 113,000 | 112,913 | 112,913 | 26,426 CHF | 27,555 CHF | 99.28% | 99.28% |
08/11/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 125,000 | 125,000 | 121,234 | 121,234 | 26,686 CHF | 27,898 CHF | 99.47% | 99.47% |
07/11/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 25,926 CHF | 27,176 CHF | 99.12% | 99.12% |