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 | 4.75% | 0.22 CHF | 0.23 CHF | 325,000 | 325,000 | 345,251 | 345,251 | 70,945 CHF | 74,398 CHF | 99.49% | 99.49% |
19/11/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 325,000 | 325,000 | 306,717 | 306,717 | 72,283 CHF | 75,350 CHF | 95.13% | 95.13% |
18/11/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 325,000 | 325,000 | 299,985 | 299,985 | 72,712 CHF | 75,712 CHF | 99.32% | 99.32% |
15/11/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 275,000 | 275,000 | 297,525 | 297,525 | 72,766 CHF | 75,741 CHF | 98.78% | 98.78% |
14/11/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 325,000 | 325,000 | 325,081 | 325,081 | 73,921 CHF | 77,172 CHF | 98.69% | 98.69% |
13/11/2024 | 4.24% | 0.21 CHF | 0.22 CHF | 350,000 | 350,000 | 279,626 | 279,763 | 64,214 CHF | 67,042 CHF | 99.03% | 99.03% |
12/11/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 149,948 | 149,948 | 36,022 CHF | 37,522 CHF | 99.14% | 99.14% |
11/11/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 138,000 | 138,000 | 138,047 | 138,047 | 35,458 CHF | 36,839 CHF | 99.32% | 99.32% |
08/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 129,432 | 129,433 | 34,809 CHF | 36,103 CHF | 99.40% | 99.40% |
07/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 113,000 | 113,000 | 115,199 | 115,209 | 35,417 CHF | 36,572 CHF | 99.24% | 99.24% |