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 | 4.43% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 242,165 | 242,165 | 53,432 CHF | 55,854 CHF | 100.00% | 100.00% |
19/11/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 203,112 | 203,112 | 51,324 CHF | 53,355 CHF | 99.87% | 99.87% |
18/11/2024 | 4.14% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 226,108 | 226,108 | 53,489 CHF | 55,751 CHF | 99.90% | 99.90% |
15/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 231,029 | 231,029 | 52,822 CHF | 55,132 CHF | 100.00% | 100.00% |
14/11/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,439 | 249,439 | 52,722 CHF | 55,217 CHF | 100.00% | 100.00% |
13/11/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 241,228 | 241,228 | 53,055 CHF | 55,467 CHF | 100.00% | 100.00% |
12/11/2024 | 6.35% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 348,076 | 348,076 | 53,122 CHF | 56,603 CHF | 99.67% | 99.67% |
11/11/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,846 | 373,846 | 52,505 CHF | 56,243 CHF | 99.88% | 99.88% |
08/11/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,782 | 299,782 | 52,872 CHF | 55,870 CHF | 100.00% | 100.00% |
07/11/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 334,196 | 334,196 | 52,348 CHF | 55,690 CHF | 99.89% | 99.89% |