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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6.70% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 363,030 | 363,030 | 52,446 CHF | 56,076 CHF | 97.95% | 97.95% |
22/11/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 406,480 | 406,477 | 51,278 CHF | 55,342 CHF | 99.37% | 99.37% |
20/11/2024 | 5.25% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 281,718 | 281,718 | 52,270 CHF | 55,087 CHF | 99.38% | 99.38% |
19/11/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 308,283 | 308,279 | 51,713 CHF | 54,796 CHF | 99.29% | 99.29% |
18/11/2024 | 4.72% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 254,867 | 254,867 | 52,721 CHF | 55,270 CHF | 99.27% | 99.27% |
15/11/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 252,035 | 252,035 | 52,836 CHF | 55,356 CHF | 99.38% | 99.38% |
14/11/2024 | 4.84% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 262,187 | 262,187 | 52,907 CHF | 55,529 CHF | 99.38% | 99.38% |
13/11/2024 | 5.95% | 0.18 CHF | 0.19 CHF | 325,000 | 325,000 | 318,744 | 318,744 | 51,967 CHF | 55,154 CHF | 99.39% | 99.39% |
12/11/2024 | 5.97% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 320,465 | 320,463 | 52,031 CHF | 55,235 CHF | 99.06% | 99.06% |
11/11/2024 | 3.18% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 176,049 | 176,049 | 54,597 CHF | 56,357 CHF | 99.29% | 99.29% |