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 | 3.57% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,040 CHF | 57,040 CHF | 99.81% | 99.81% |
19/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,237 CHF | 54,237 CHF | 99.71% | 99.71% |
18/11/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 184,872 | 184,872 | 52,993 CHF | 54,842 CHF | 99.71% | 99.71% |
15/11/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,629 CHF | 53,379 CHF | 99.81% | 99.81% |
14/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,669 | 175,669 | 54,378 CHF | 56,135 CHF | 99.80% | 99.80% |
13/11/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,691 CHF | 54,691 CHF | 99.81% | 99.81% |
12/11/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,957 CHF | 53,957 CHF | 99.50% | 99.50% |
11/11/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 219,389 | 219,390 | 52,495 CHF | 54,689 CHF | 99.71% | 99.71% |
08/11/2024 | 4.91% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 257,062 | 257,062 | 51,047 CHF | 53,617 CHF | 99.80% | 99.80% |
07/11/2024 | 4.49% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 241,159 | 241,158 | 52,541 CHF | 54,952 CHF | 95.67% | 95.67% |