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 | 4.37% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 216,568 | 129,331 | 53,590 CHF | 33,840 CHF | 99.61% | 99.61% |
20/11/2024 | 4.81% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 226,033 | 129,427 | 52,567 CHF | 31,721 CHF | 99.35% | 99.35% |
19/11/2024 | 5.25% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 226,578 | 129,668 | 51,072 CHF | 30,311 CHF | 98.53% | 98.53% |
18/11/2024 | 4.76% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 202,393 | 129,171 | 54,405 CHF | 36,192 CHF | 98.69% | 98.69% |
15/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 211,109 | 130,403 | 53,952 CHF | 34,703 CHF | 95.98% | 95.98% |
14/11/2024 | 4.00% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 191,401 | 129,504 | 55,567 CHF | 38,849 CHF | 99.01% | 99.01% |
13/11/2024 | 3.84% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 204,002 | 134,833 | 55,692 CHF | 38,415 CHF | 88.81% | 88.81% |
12/11/2024 | 4.39% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 201,960 | 130,465 | 55,054 CHF | 37,166 CHF | 95.91% | 95.91% |
11/11/2024 | 5.25% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 228,885 | 129,329 | 53,721 CHF | 32,737 CHF | 99.22% | 99.22% |
08/11/2024 | 6.54% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 277,603 | 129,672 | 50,530 CHF | 25,604 CHF | 98.54% | 98.54% |