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 | 3.76% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 204,519 | 204,519 | 53,382 CHF | 55,427 CHF | 99.37% | 99.37% |
19/11/2024 | 4.95% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 264,522 | 264,522 | 52,105 CHF | 54,750 CHF | 99.22% | 99.22% |
18/11/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 233,495 | 233,495 | 52,710 CHF | 55,045 CHF | 99.25% | 99.25% |
15/11/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 226,042 | 226,042 | 52,837 CHF | 55,098 CHF | 99.37% | 99.37% |
14/11/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 203,452 | 203,452 | 51,322 CHF | 53,356 CHF | 99.36% | 99.36% |
13/11/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 205,724 | 205,724 | 52,604 CHF | 54,661 CHF | 99.36% | 99.36% |
12/11/2024 | 3.53% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 192,820 | 192,820 | 53,773 CHF | 55,702 CHF | 99.06% | 99.06% |
11/11/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 171,441 | 171,441 | 56,067 CHF | 57,781 CHF | 99.27% | 99.27% |
08/11/2024 | 5.51% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 296,321 | 296,321 | 52,273 CHF | 55,236 CHF | 99.39% | 99.39% |
07/11/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 306,122 | 306,122 | 52,078 CHF | 55,139 CHF | 99.25% | 99.25% |