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 | 4.76% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 256,265 | 256,265 | 52,510 CHF | 55,073 CHF | 99.22% | 99.22% |
19/11/2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 255,426 | 255,426 | 52,110 CHF | 54,664 CHF | 95.69% | 95.69% |
18/11/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 267,675 | 267,675 | 51,672 CHF | 54,349 CHF | 99.12% | 99.12% |
15/11/2024 | 5.37% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 291,065 | 291,065 | 52,773 CHF | 55,684 CHF | 99.47% | 99.47% |
14/11/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 251,338 | 251,338 | 50,545 CHF | 53,058 CHF | 99.02% | 99.02% |
13/11/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 235,704 | 235,699 | 46,346 CHF | 48,702 CHF | 99.41% | 99.41% |
12/11/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 126,502 | 126,502 | 25,327 CHF | 26,592 CHF | 98.78% | 98.78% |
11/11/2024 | 5.06% | 0.21 CHF | 0.22 CHF | 125,000 | 125,000 | 137,913 | 137,913 | 26,585 CHF | 27,964 CHF | 99.22% | 99.22% |
08/11/2024 | 5.91% | 0.19 CHF | 0.20 CHF | 138,000 | 138,000 | 158,998 | 158,998 | 26,124 CHF | 27,714 CHF | 99.45% | 99.45% |
07/11/2024 | 5.46% | 0.15 CHF | 0.16 CHF | 163,000 | 163,000 | 148,911 | 148,911 | 26,558 CHF | 28,047 CHF | 99.31% | 99.31% |