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 | 5.10% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 114,821 CHF | 40,274 CHF | 99.14% | 99.14% |
19/11/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 110,853 CHF | 38,951 CHF | 99.37% | 99.37% |
18/11/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 115,882 CHF | 40,627 CHF | 99.23% | 99.23% |
15/11/2024 | 4.32% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 136,120 CHF | 47,373 CHF | 98.78% | 98.78% |
14/11/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,458 CHF | 50,153 CHF | 99.38% | 99.38% |
13/11/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 139,077 CHF | 48,359 CHF | 99.38% | 99.38% |
12/11/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,102 CHF | 52,367 CHF | 99.37% | 99.37% |
11/11/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 166,105 CHF | 57,368 CHF | 99.37% | 99.37% |
08/11/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,298 CHF | 59,100 CHF | 99.37% | 99.37% |
07/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,678 CHF | 62,226 CHF | 99.29% | 99.29% |