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 | 3.35% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 176,653 | 176,653 | 51,854 CHF | 53,620 CHF | 99.97% | 99.97% |
19/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 189,982 | 189,983 | 53,313 CHF | 55,213 CHF | 99.83% | 99.83% |
18/11/2024 | 3.18% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 177,057 | 177,057 | 54,911 CHF | 56,682 CHF | 99.88% | 99.88% |
15/11/2024 | 3.18% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 172,280 | 172,280 | 53,253 CHF | 54,976 CHF | 100.00% | 100.00% |
14/11/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 188,109 | 188,110 | 53,838 CHF | 55,720 CHF | 99.64% | 99.64% |
13/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 203,874 | 203,875 | 52,585 CHF | 54,624 CHF | 99.96% | 99.96% |
12/11/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 221,022 | 221,024 | 52,625 CHF | 54,836 CHF | 99.78% | 99.78% |
11/11/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 173,168 | 173,169 | 54,534 CHF | 56,266 CHF | 99.80% | 99.80% |
08/11/2024 | 3.23% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 176,297 | 176,298 | 53,760 CHF | 55,523 CHF | 99.81% | 99.81% |
07/11/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,559 | 175,559 | 53,536 CHF | 55,292 CHF | 99.89% | 99.89% |