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 | 5.24% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 466,833 | 155,611 | 86,642 CHF | 30,437 CHF | 99.37% | 99.37% |
19/11/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 543,365 | 181,122 | 94,415 CHF | 33,283 CHF | 96.42% | 96.42% |
18/11/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 523,057 | 174,352 | 96,976 CHF | 34,069 CHF | 97.53% | 97.53% |
15/11/2024 | 4.71% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 460,810 | 153,603 | 95,573 CHF | 33,394 CHF | 95.50% | 95.50% |
14/11/2024 | 3.06% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 145,159 CHF | 49,886 CHF | 99.63% | 99.63% |
13/11/2024 | 3.06% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 145,363 CHF | 49,954 CHF | 99.08% | 99.08% |
12/11/2024 | 2.88% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,678 CHF | 53,060 CHF | 99.37% | 99.37% |
11/11/2024 | 2.55% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,157 CHF | 59,552 CHF | 96.30% | 96.30% |
08/11/2024 | 3.93% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 113,545 CHF | 39,348 CHF | 96.77% | 96.77% |
07/11/2024 | 3.33% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 133,817 CHF | 46,106 CHF | 98.65% | 98.65% |