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 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,934 CHF | 54,934 CHF | 99.38% | 99.38% |
19/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,836 CHF | 54,836 CHF | 99.26% | 99.26% |
18/11/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 206,827 | 206,827 | 51,117 CHF | 53,185 CHF | 99.27% | 99.27% |
15/11/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 218,559 | 218,559 | 52,753 CHF | 54,938 CHF | 99.38% | 99.38% |
14/11/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,823 | 200,823 | 50,883 CHF | 52,892 CHF | 99.35% | 99.35% |
13/11/2024 | 3.95% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 209,858 | 209,858 | 52,020 CHF | 54,119 CHF | 99.36% | 99.36% |
12/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 231,426 | 231,426 | 52,796 CHF | 55,110 CHF | 99.06% | 99.06% |
11/11/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,910 CHF | 53,410 CHF | 99.27% | 99.27% |
08/11/2024 | 4.77% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 255,191 | 255,191 | 52,216 CHF | 54,768 CHF | 99.39% | 99.39% |
07/11/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 283,412 | 283,412 | 52,546 CHF | 55,380 CHF | 99.27% | 99.27% |