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 | 7.33% | 0.12 CHF | 0.13 CHF | 230,000 | 230,000 | 222,948 | 222,948 | 29,374 CHF | 31,604 CHF | 100.00% | 100.00% |
19/11/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 30,134 CHF | 32,334 CHF | 99.85% | 99.85% |
18/11/2024 | 6.92% | 0.15 CHF | 0.16 CHF | 220,000 | 220,000 | 218,236 | 218,236 | 30,485 CHF | 32,668 CHF | 100.00% | 100.00% |
15/11/2024 | 5.12% | 0.17 CHF | 0.18 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 36,259 CHF | 38,159 CHF | 100.00% | 100.00% |
14/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 190,000 | 190,000 | 191,672 | 191,672 | 42,326 CHF | 44,243 CHF | 100.00% | 100.00% |
13/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 37,237 CHF | 39,137 CHF | 100.00% | 100.00% |
12/11/2024 | 4.30% | 0.21 CHF | 0.22 CHF | 190,000 | 190,000 | 188,888 | 188,888 | 43,021 CHF | 44,910 CHF | 99.85% | 99.85% |
11/11/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 190,000 | 190,000 | 189,995 | 189,995 | 46,685 CHF | 48,585 CHF | 100.00% | 100.00% |
08/11/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 42,745 CHF | 44,645 CHF | 98.88% | 98.88% |
07/11/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 199,306 | 199,306 | 45,726 CHF | 47,719 CHF | 100.00% | 100.00% |