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 | 4.16% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 222,554 | 222,554 | 52,393 CHF | 54,619 CHF | 100.00% | 100.00% |
19/11/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 238,406 | 238,406 | 53,143 CHF | 55,527 CHF | 99.91% | 99.91% |
18/11/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 223,058 | 223,058 | 52,379 CHF | 54,610 CHF | 99.90% | 99.90% |
15/11/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 228,739 | 228,739 | 52,687 CHF | 54,974 CHF | 100.00% | 100.00% |
14/11/2024 | 3.90% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 208,492 | 208,492 | 52,426 CHF | 54,510 CHF | 100.00% | 100.00% |
13/11/2024 | 5.04% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 270,556 | 270,555 | 52,286 CHF | 54,992 CHF | 100.00% | 100.00% |
12/11/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 261,132 | 261,133 | 51,099 CHF | 53,710 CHF | 99.70% | 99.70% |
11/11/2024 | 5.92% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 320,434 | 320,435 | 52,585 CHF | 55,789 CHF | 99.91% | 99.91% |
08/11/2024 | 9.20% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 490,744 | 474,536 | 50,950 CHF | 54,188 CHF | 100.00% | 100.00% |
07/11/2024 | 8.86% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 473,522 | 422,987 | 51,085 CHF | 50,697 CHF | 95.88% | 95.88% |