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 | 4.99% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 293,222 CHF | 308,222 CHF | 100.00% | 100.00% |
19/11/2024 | 4.91% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 298,009 CHF | 313,009 CHF | 100.00% | 100.00% |
18/11/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 99.58% | 99.58% |
15/11/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,013 CHF | 315,013 CHF | 100.00% | 100.00% |
14/11/2024 | 4.86% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 301,179 CHF | 316,179 CHF | 100.00% | 100.00% |
13/11/2024 | 4.69% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 312,266 CHF | 327,266 CHF | 100.00% | 100.00% |
12/11/2024 | 4.81% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 304,788 CHF | 319,788 CHF | 100.00% | 100.00% |
11/11/2024 | 5.03% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 290,682 CHF | 305,682 CHF | 100.00% | 100.00% |
08/11/2024 | 4.90% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 298,897 CHF | 313,897 CHF | 100.00% | 100.00% |
07/11/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 285,000 CHF | 300,000 CHF | 99.68% | 99.68% |