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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4.51% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 208,136 | 129,326 | 55,909 CHF | 36,691 CHF | 99.63% | 99.63% |
20/11/2024 | 5.54% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 210,643 | 129,422 | 53,442 CHF | 34,746 CHF | 99.36% | 99.36% |
19/11/2024 | 5.44% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 211,824 | 129,662 | 52,369 CHF | 33,338 CHF | 98.54% | 98.54% |
18/11/2024 | 4.53% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 192,164 | 129,166 | 55,955 CHF | 39,115 CHF | 98.70% | 98.70% |
15/11/2024 | 3.89% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 198,382 | 130,399 | 54,844 CHF | 37,497 CHF | 95.99% | 95.99% |
14/11/2024 | 3.59% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 181,526 | 129,500 | 56,750 CHF | 41,711 CHF | 99.02% | 99.02% |
13/11/2024 | 3.52% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 195,539 | 134,052 | 57,461 CHF | 40,974 CHF | 89.98% | 89.98% |
12/11/2024 | 3.76% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 192,112 | 130,463 | 56,671 CHF | 39,959 CHF | 95.91% | 95.91% |
11/11/2024 | 4.78% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 213,121 | 129,324 | 54,936 CHF | 35,619 CHF | 99.23% | 99.23% |
08/11/2024 | 5.85% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,657 | 129,675 | 50,994 CHF | 28,329 CHF | 98.52% | 98.52% |