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 | 6.44% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 37,571 CHF | 40,071 CHF | 100.00% | 100.00% |
19/11/2024 | - | 0.15 CHF | 0.18 CHF | 100,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18/11/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 37,025 CHF | 39,525 CHF | 99.60% | 99.60% |
15/11/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 32,845 CHF | 34,845 CHF | 100.00% | 100.00% |
14/11/2024 | 5.45% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 44,641 CHF | 47,141 CHF | 94.79% | 94.79% |
13/11/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 250,000 | 250,000 | 248,382 | 248,382 | 41,863 CHF | 44,347 CHF | 98.88% | 98.88% |
12/11/2024 | 5.17% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 37,716 CHF | 39,716 CHF | 100.00% | 100.00% |
11/11/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 41,223 CHF | 43,223 CHF | 100.00% | 100.00% |
08/11/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 40,624 CHF | 42,624 CHF | 100.00% | 100.00% |
07/11/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 194,805 | 194,805 | 41,482 CHF | 43,438 CHF | 99.06% | 99.06% |