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 | 4.43% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 239,749 | 239,749 | 52,966 CHF | 55,364 CHF | 99.38% | 99.38% |
19/11/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 222,936 | 222,935 | 52,648 CHF | 54,877 CHF | 99.30% | 99.30% |
18/11/2024 | 4.41% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 239,354 | 239,354 | 53,101 CHF | 55,495 CHF | 99.29% | 99.29% |
15/11/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 286,456 | 286,455 | 52,968 CHF | 55,832 CHF | 99.38% | 99.38% |
14/11/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 269,626 | 269,626 | 52,646 CHF | 55,342 CHF | 99.38% | 99.38% |
13/11/2024 | 4.94% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 265,146 | 265,146 | 52,298 CHF | 54,950 CHF | 99.38% | 99.38% |
12/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 292,900 | 292,900 | 53,493 CHF | 56,422 CHF | 99.08% | 99.08% |
11/11/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 345,758 | 345,758 | 52,155 CHF | 55,613 CHF | 99.27% | 99.27% |
08/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 305,575 | 305,574 | 52,123 CHF | 55,179 CHF | 99.38% | 99.38% |
07/11/2024 | 4.41% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 236,941 | 236,941 | 52,531 CHF | 54,900 CHF | 99.22% | 99.22% |