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 | 3.61% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 196,135 | 196,135 | 53,372 CHF | 55,334 CHF | 99.47% | 99.47% |
19/11/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,602 CHF | 55,602 CHF | 97.77% | 97.77% |
18/11/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 195,124 | 195,124 | 54,732 CHF | 56,683 CHF | 99.37% | 99.37% |
15/11/2024 | 3.87% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,069 | 200,069 | 50,689 CHF | 52,690 CHF | 97.84% | 97.84% |
14/11/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 228,142 | 228,142 | 52,373 CHF | 54,654 CHF | 99.42% | 99.42% |
13/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 203,800 | 203,800 | 46,702 CHF | 48,740 CHF | 98.32% | 98.32% |
12/11/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 26,366 CHF | 27,616 CHF | 99.15% | 99.15% |
11/11/2024 | 5.10% | 0.21 CHF | 0.22 CHF | 125,000 | 125,000 | 138,736 | 138,736 | 26,480 CHF | 27,867 CHF | 99.00% | 99.00% |
08/11/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 138,000 | 138,000 | 131,492 | 131,491 | 25,532 CHF | 26,847 CHF | 99.28% | 99.28% |
07/11/2024 | 4.78% | 0.19 CHF | 0.20 CHF | 138,000 | 138,000 | 127,328 | 127,328 | 26,010 CHF | 27,284 CHF | 98.63% | 98.63% |