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 | 7.37% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,390 | 398,390 | 52,069 CHF | 56,053 CHF | 99.37% | 99.37% |
19/11/2024 | 7.03% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 379,424 | 379,424 | 52,113 CHF | 55,907 CHF | 96.20% | 96.20% |
18/11/2024 | 6.03% | 0.14 CHF | 0.15 CHF | 325,000 | 325,000 | 322,675 | 322,675 | 51,885 CHF | 55,112 CHF | 99.26% | 99.26% |
15/11/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 281,424 | 281,424 | 52,482 CHF | 55,296 CHF | 99.38% | 99.38% |
14/11/2024 | 3.60% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 198,134 | 198,134 | 54,289 CHF | 56,270 CHF | 99.35% | 99.35% |
13/11/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 167,447 | 167,448 | 55,243 CHF | 56,917 CHF | 99.38% | 99.38% |
12/11/2024 | 2.62% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 145,535 | 145,535 | 54,788 CHF | 56,244 CHF | 99.09% | 99.09% |
11/11/2024 | 2.31% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,436 | 125,436 | 53,835 CHF | 55,090 CHF | 99.23% | 99.23% |
08/11/2024 | 2.82% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 159,853 | 159,853 | 55,800 CHF | 57,399 CHF | 99.38% | 99.38% |
07/11/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 259,059 | 259,059 | 52,028 CHF | 54,619 CHF | 99.26% | 99.26% |