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 | 5.67% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 161,856 | 25,338 | 51,818 CHF | 8,448 CHF | 99.65% | 99.65% |
19/11/2024 | 6.10% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 173,391 | 25,341 | 51,404 CHF | 7,955 CHF | 99.60% | 99.60% |
18/11/2024 | 6.01% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 169,325 | 25,335 | 51,265 CHF | 8,156 CHF | 99.64% | 99.64% |
15/11/2024 | 4.73% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 145,077 | 29,350 | 51,461 CHF | 10,381 CHF | 56.31% | 56.31% |
14/11/2024 | 3.92% | 0.46 CHF | 0.47 CHF | 110,000 | 25,000 | 111,001 | 20,008 | 51,897 CHF | 9,707 CHF | 99.61% | 99.61% |
13/11/2024 | 4.21% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,434 | 25,791 | 51,154 CHF | 11,361 CHF | 96.77% | 96.77% |
12/11/2024 | 4.29% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,000 | 25,340 | 51,127 CHF | 11,250 CHF | 99.60% | 99.60% |
11/11/2024 | 3.87% | 0.45 CHF | 0.46 CHF | 120,000 | 25,000 | 110,667 | 20,294 | 51,595 CHF | 9,818 CHF | 96.88% | 96.88% |