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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 360,000 | 360,000 | 358,657 | 358,657 | 50,175 CHF | 53,764 CHF | 99.82% | 99.82% |
22/11/2024 | 5.51% | 0.16 CHF | 0.17 CHF | 370,000 | 370,000 | 368,474 | 368,474 | 65,102 CHF | 68,787 CHF | 100.00% | 100.00% |
20/11/2024 | 4.83% | 0.22 CHF | 0.23 CHF | 370,000 | 370,000 | 368,474 | 368,474 | 74,568 CHF | 78,252 CHF | 100.00% | 100.00% |
19/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 370,000 | 370,000 | 370,070 | 370,070 | 81,854 CHF | 85,555 CHF | 99.87% | 99.87% |
18/11/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 370,000 | 370,000 | 369,913 | 369,913 | 84,778 CHF | 88,477 CHF | 99.69% | 99.69% |
15/11/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 370,000 | 370,000 | 368,464 | 368,464 | 82,882 CHF | 86,567 CHF | 99.34% | 99.34% |
14/11/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 370,000 | 370,000 | 368,468 | 368,468 | 76,466 CHF | 80,150 CHF | 99.51% | 99.51% |
13/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 380,000 | 380,000 | 378,608 | 378,608 | 110,653 CHF | 114,439 CHF | 96.80% | 96.80% |
12/11/2024 | 3.92% | 0.27 CHF | 0.28 CHF | 380,000 | 380,000 | 375,411 | 375,411 | 94,207 CHF | 97,961 CHF | 97.30% | 97.30% |
11/11/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 370,000 | 370,000 | 368,474 | 368,474 | 82,313 CHF | 85,998 CHF | 99.95% | 99.95% |