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 | 4.14% | 0.22 CHF | 0.25 CHF | 230,000 | 200,000 | 213,415 | 200,000 | 50,468 CHF | 49,317 CHF | 13.10% | 98.98% |
19/11/2024 | 4.89% | 0.21 CHF | 0.22 CHF | 240,000 | 200,000 | 251,561 | 200,000 | 50,207 CHF | 41,947 CHF | 100.00% | 100.00% |
18/11/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 230,000 | 200,000 | 228,914 | 200,000 | 50,594 CHF | 46,217 CHF | 100.00% | 100.00% |
15/11/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250,000 | 200,000 | 250,148 | 200,000 | 50,244 CHF | 42,211 CHF | 100.00% | 100.00% |
14/11/2024 | 5.12% | 0.20 CHF | 0.21 CHF | 250,000 | 200,000 | 268,132 | 200,000 | 50,983 CHF | 40,061 CHF | 99.22% | 99.22% |
13/11/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 280,000 | 200,000 | 271,253 | 197,504 | 50,920 CHF | 39,078 CHF | 99.36% | 99.36% |
12/11/2024 | 4.67% | 0.18 CHF | 0.19 CHF | 280,000 | 200,000 | 241,484 | 200,000 | 50,525 CHF | 44,018 CHF | 100.00% | 100.00% |
11/11/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 56,634 CHF | 58,634 CHF | 100.00% | 100.00% |
08/11/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,274 CHF | 57,274 CHF | 100.00% | 100.00% |
07/11/2024 | 3.72% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,552 | 193,489 | 53,031 CHF | 53,234 CHF | 98.73% | 98.73% |