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 | 5.13% | 0.19 CHF | 0.20 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 114,023 CHF | 120,023 CHF | 99.56% | 99.56% |
22/11/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 120,103 CHF | 126,103 CHF | 97.98% | 97.98% |
20/11/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 126,000 CHF | 132,000 CHF | 99.44% | 99.50% |
19/11/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 129,942 CHF | 135,942 CHF | 99.55% | 99.55% |
18/11/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 131,928 CHF | 137,928 CHF | 99.50% | 99.50% |
15/11/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 132,000 CHF | 138,000 CHF | 98.93% | 98.93% |
14/11/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 105,762 CHF | 110,762 CHF | 99.42% | 99.49% |
13/11/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 122,541 CHF | 127,541 CHF | 99.51% | 99.51% |
12/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 137,206 CHF | 143,206 CHF | 99.57% | 99.57% |
11/11/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 132,000 CHF | 138,000 CHF | 99.46% | 99.51% |