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 | 4.23% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 347,279 CHF | 362,279 CHF | 100.00% | 100.00% |
19/11/2024 | 4.11% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 357,619 CHF | 372,619 CHF | 100.00% | 100.00% |
18/11/2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 2,999,980 | 2,999,980 | 344,683 CHF | 359,683 CHF | 99.01% | 99.01% |
15/11/2024 | 4.43% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 330,777 CHF | 345,777 CHF | 100.00% | 100.00% |
14/11/2024 | 4.41% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 332,790 CHF | 347,790 CHF | 99.08% | 99.08% |
13/11/2024 | 4.13% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 356,128 CHF | 371,128 CHF | 100.00% | 100.00% |
12/11/2024 | 4.37% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 335,535 CHF | 350,535 CHF | 100.00% | 100.00% |
11/11/2024 | 4.53% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 324,125 CHF | 339,125 CHF | 100.00% | 100.00% |
08/11/2024 | 4.37% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 336,082 CHF | 351,082 CHF | 100.00% | 100.00% |
07/11/2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 329,999 CHF | 344,999 CHF | 99.67% | 99.67% |