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 | 4.64% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,702 CHF | 55,202 CHF | 100.00% | 100.00% |
19/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,170 CHF | 53,670 CHF | 99.88% | 99.88% |
18/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,000 CHF | 52,500 CHF | 99.84% | 99.84% |
15/11/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,764 | 251,764 | 50,196 CHF | 52,714 CHF | 100.00% | 100.00% |
14/11/2024 | 5.01% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 264,017 | 264,017 | 51,401 CHF | 54,041 CHF | 100.00% | 100.00% |
13/11/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,392 | 251,392 | 50,183 CHF | 52,697 CHF | 100.00% | 100.00% |
12/11/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 52,250 CHF | 55,000 CHF | 99.69% | 99.69% |
11/11/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 297,444 | 297,444 | 53,655 CHF | 56,630 CHF | 99.84% | 99.84% |
08/11/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 276,198 | 276,199 | 52,365 CHF | 55,127 CHF | 100.00% | 100.00% |
07/11/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 298,535 | 298,535 | 53,882 CHF | 56,868 CHF | 99.90% | 99.90% |