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 | 3.57% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 193,835 | 193,835 | 53,385 CHF | 55,323 CHF | 99.37% | 99.37% |
19/11/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 203,921 | 203,921 | 51,774 CHF | 53,813 CHF | 99.26% | 99.26% |
18/11/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 224,072 | 224,072 | 52,789 CHF | 55,030 CHF | 99.27% | 99.27% |
15/11/2024 | 4.76% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 248,855 | 248,855 | 51,044 CHF | 53,532 CHF | 99.39% | 99.39% |
14/11/2024 | 3.71% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 197,529 | 197,528 | 52,297 CHF | 54,272 CHF | 99.35% | 99.35% |
13/11/2024 | 4.58% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 250,724 | 250,723 | 53,633 CHF | 56,140 CHF | 99.39% | 99.39% |
12/11/2024 | 7.06% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 383,745 | 383,745 | 52,514 CHF | 56,351 CHF | 99.09% | 99.09% |
11/11/2024 | 7.10% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 383,109 | 383,109 | 52,060 CHF | 55,891 CHF | 99.27% | 99.27% |
08/11/2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 365,570 | 365,570 | 52,669 CHF | 56,325 CHF | 99.39% | 99.39% |
07/11/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 453,515 | 453,519 | 51,222 CHF | 55,758 CHF | 99.26% | 99.26% |