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 | 5.53% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,726 | 299,726 | 52,772 CHF | 55,769 CHF | 99.97% | 99.97% |
19/11/2024 | 5.24% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 284,199 | 284,199 | 52,818 CHF | 55,660 CHF | 99.75% | 99.75% |
18/11/2024 | 5.56% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 297,616 | 297,615 | 52,067 CHF | 55,043 CHF | 99.88% | 99.88% |
15/11/2024 | 5.51% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 299,751 | 299,751 | 52,913 CHF | 55,910 CHF | 100.00% | 100.00% |
14/11/2024 | 5.33% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 287,906 | 287,906 | 52,589 CHF | 55,468 CHF | 99.63% | 99.63% |
13/11/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 259,808 | 259,808 | 51,112 CHF | 53,710 CHF | 99.96% | 99.96% |
12/11/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 252,632 | 252,632 | 51,939 CHF | 54,465 CHF | 99.75% | 99.75% |
11/11/2024 | 5.56% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 299,782 | 299,782 | 52,400 CHF | 55,398 CHF | 99.80% | 99.80% |
08/11/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,481 | 299,482 | 52,951 CHF | 55,947 CHF | 99.81% | 99.81% |
07/11/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 298,004 | 298,003 | 53,664 CHF | 56,643 CHF | 99.89% | 99.89% |