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 | 3.63% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,116 CHF | 56,116 CHF | 99.38% | 99.38% |
19/11/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,403 | 200,403 | 50,843 CHF | 52,847 CHF | 99.25% | 99.25% |
18/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,894 CHF | 56,144 CHF | 99.30% | 99.30% |
15/11/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 54,000 CHF | 56,250 CHF | 99.39% | 99.39% |
14/11/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 217,833 | 217,833 | 52,871 CHF | 55,049 CHF | 99.36% | 99.36% |
13/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 218,790 | 218,790 | 53,029 CHF | 55,217 CHF | 99.37% | 99.37% |
12/11/2024 | 4.38% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 241,402 | 241,402 | 53,920 CHF | 56,334 CHF | 99.07% | 99.07% |
11/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 232,432 | 232,432 | 52,772 CHF | 55,096 CHF | 99.24% | 99.24% |
08/11/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 228,841 | 228,841 | 52,254 CHF | 54,543 CHF | 99.38% | 99.38% |
07/11/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 245,761 | 245,761 | 54,062 CHF | 56,520 CHF | 99.28% | 99.28% |