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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 5.54% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 249,408 | 129,331 | 51,233 CHF | 28,592 CHF | 99.62% | 99.62% |
20/11/2024 | 5.82% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 266,179 | 129,427 | 51,077 CHF | 26,502 CHF | 99.35% | 99.35% |
19/11/2024 | 5.97% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 275,302 | 129,667 | 50,964 CHF | 25,001 CHF | 98.53% | 98.53% |
18/11/2024 | 5.41% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 226,390 | 129,170 | 51,727 CHF | 30,915 CHF | 98.69% | 98.69% |
15/11/2024 | 4.89% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 238,443 | 130,403 | 51,206 CHF | 29,415 CHF | 95.98% | 95.98% |
14/11/2024 | 5.33% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 210,789 | 129,504 | 52,297 CHF | 33,538 CHF | 99.01% | 99.01% |
13/11/2024 | 4.60% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 227,076 | 134,832 | 52,750 CHF | 32,978 CHF | 88.81% | 88.81% |
12/11/2024 | 5.17% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 225,563 | 130,464 | 52,351 CHF | 31,899 CHF | 95.91% | 95.91% |
11/11/2024 | 6.16% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 268,017 | 129,329 | 51,760 CHF | 27,482 CHF | 99.22% | 99.22% |
08/11/2024 | 8.23% | 0.16 CHF | 0.17 CHF | 320,000 | 250,000 | 355,958 | 129,672 | 50,582 CHF | 20,417 CHF | 98.54% | 98.54% |