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 | 4.57% | 0.23 CHF | 0.24 CHF | 275,000 | 275,000 | 294,321 | 294,321 | 62,971 CHF | 65,914 CHF | 99.04% | 99.04% |
19/11/2024 | 3.95% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 250,275 | 250,274 | 62,086 CHF | 64,588 CHF | 95.50% | 95.50% |
18/11/2024 | 3.78% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 248,352 | 248,352 | 64,570 CHF | 67,053 CHF | 99.35% | 99.35% |
15/11/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 225,000 | 225,000 | 247,277 | 247,277 | 63,758 CHF | 66,230 CHF | 99.28% | 99.28% |
14/11/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 275,000 | 275,000 | 274,317 | 274,317 | 65,255 CHF | 67,999 CHF | 99.06% | 99.06% |
13/11/2024 | 4.07% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 232,379 | 232,378 | 55,555 CHF | 57,879 CHF | 99.02% | 99.02% |
12/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 125,000 | 125,000 | 124,947 | 124,947 | 31,920 CHF | 33,170 CHF | 99.06% | 99.06% |
11/11/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 113,000 | 113,000 | 113,073 | 113,073 | 31,235 CHF | 32,366 CHF | 99.32% | 99.32% |
08/11/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 111,361 | 111,361 | 32,276 CHF | 33,390 CHF | 99.41% | 99.41% |
07/11/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,595 CHF | 33,595 CHF | 99.26% | 99.26% |