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 | 4.21% | 0.25 CHF | 0.26 CHF | 325,000 | 325,000 | 344,965 | 344,965 | 80,285 CHF | 83,735 CHF | 99.21% | 99.21% |
19/11/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 325,000 | 325,000 | 306,410 | 306,410 | 78,927 CHF | 81,991 CHF | 95.57% | 95.57% |
18/11/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 325,000 | 325,000 | 301,626 | 301,626 | 80,442 CHF | 83,458 CHF | 99.33% | 99.33% |
15/11/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,123 | 300,123 | 79,525 CHF | 82,526 CHF | 98.37% | 98.37% |
14/11/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 325,000 | 325,000 | 325,085 | 325,085 | 80,449 CHF | 83,699 CHF | 98.67% | 98.67% |
13/11/2024 | 3.92% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 279,375 | 279,376 | 69,538 CHF | 72,332 CHF | 98.50% | 98.50% |
12/11/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 149,946 | 149,946 | 39,021 CHF | 40,520 CHF | 99.05% | 99.05% |
11/11/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 138,000 | 138,000 | 138,324 | 138,328 | 38,211 CHF | 39,596 CHF | 99.21% | 99.21% |
08/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 125,000 | 125,000 | 136,495 | 136,495 | 39,236 CHF | 40,601 CHF | 99.33% | 99.33% |
07/11/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 39,724 CHF | 40,974 CHF | 99.23% | 99.23% |