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 | 5.00% | 0.18 CHF | 0.19 CHF | 230,000 | 230,000 | 221,015 | 221,015 | 43,122 CHF | 45,332 CHF | 99.45% | 99.45% |
19/11/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 230,000 | 230,000 | 227,602 | 227,602 | 41,293 CHF | 43,569 CHF | 99.67% | 99.67% |
18/11/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 220,000 | 220,000 | 219,092 | 219,092 | 44,589 CHF | 46,780 CHF | 99.89% | 99.89% |
15/11/2024 | 4.83% | 0.21 CHF | 0.22 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 44,338 CHF | 46,529 CHF | 100.00% | 100.00% |
14/11/2024 | 5.23% | 0.20 CHF | 0.21 CHF | 220,000 | 220,000 | 223,232 | 223,232 | 41,608 CHF | 43,841 CHF | 98.45% | 98.45% |
13/11/2024 | 5.00% | 0.18 CHF | 0.19 CHF | 230,000 | 230,000 | 221,171 | 221,171 | 43,308 CHF | 45,519 CHF | 99.26% | 99.26% |
12/11/2024 | 4.91% | 0.17 CHF | 0.20 CHF | 230,000 | 230,000 | 219,141 | 219,141 | 43,607 CHF | 45,799 CHF | 83.91% | 99.88% |
11/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 51,433 CHF | 53,624 CHF | 100.00% | 100.00% |
08/11/2024 | 4.53% | 0.21 CHF | 0.22 CHF | 220,000 | 220,000 | 219,083 | 219,083 | 47,344 CHF | 49,535 CHF | 99.03% | 99.03% |
07/11/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 220,000 | 220,000 | 219,080 | 219,080 | 51,951 CHF | 54,142 CHF | 98.59% | 98.59% |