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 | 3.33% | 0.31 CHF | 0.32 CHF | 230,000 | 230,000 | 221,019 | 221,019 | 65,353 CHF | 67,563 CHF | 92.51% | 92.51% |
19/11/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 230,000 | 230,000 | 227,582 | 227,582 | 70,514 CHF | 72,789 CHF | 95.72% | 95.72% |
18/11/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 220,000 | 220,000 | 219,059 | 219,059 | 63,434 CHF | 65,625 CHF | 96.44% | 96.44% |
15/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 220,000 | 220,000 | 219,060 | 219,060 | 64,427 CHF | 66,617 CHF | 96.47% | 96.47% |
14/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 220,000 | 220,000 | 223,133 | 223,133 | 69,206 CHF | 71,437 CHF | 94.11% | 94.11% |
13/11/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 230,000 | 230,000 | 221,058 | 221,058 | 66,754 CHF | 68,964 CHF | 93.92% | 93.92% |
12/11/2024 | 3.25% | 0.33 CHF | 0.34 CHF | 230,000 | 230,000 | 220,842 | 220,842 | 67,012 CHF | 69,220 CHF | 95.39% | 95.39% |
11/11/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 220,000 | 220,000 | 219,077 | 219,077 | 57,841 CHF | 60,031 CHF | 98.26% | 98.26% |
08/11/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 220,000 | 220,000 | 219,044 | 219,044 | 62,587 CHF | 64,778 CHF | 94.94% | 94.94% |
07/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 220,000 | 220,000 | 219,049 | 219,049 | 58,579 CHF | 60,770 CHF | 95.37% | 95.37% |