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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 6.44% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 348,101 | 348,101 | 52,324 CHF | 55,805 CHF | 100.00% | 100.00% |
20/11/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 335,019 | 335,018 | 52,234 CHF | 55,585 CHF | 100.00% | 100.00% |
19/11/2024 | 7.37% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 398,436 | 398,436 | 52,154 CHF | 56,138 CHF | 99.89% | 99.89% |
18/11/2024 | 6.94% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 376,925 | 376,925 | 52,444 CHF | 56,214 CHF | 99.92% | 99.92% |
15/11/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 326,878 | 326,878 | 52,206 CHF | 55,475 CHF | 100.00% | 100.00% |
14/11/2024 | 6.67% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 359,034 | 359,034 | 52,018 CHF | 55,608 CHF | 100.00% | 100.00% |
13/11/2024 | 7.23% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 390,332 | 390,332 | 52,041 CHF | 55,945 CHF | 100.00% | 100.00% |
12/11/2024 | 6.33% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 342,330 | 342,330 | 52,378 CHF | 55,801 CHF | 99.66% | 99.66% |
11/11/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 260,974 | 260,974 | 51,336 CHF | 53,946 CHF | 99.91% | 99.91% |
08/11/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 272,285 | 272,285 | 52,058 CHF | 54,781 CHF | 100.00% | 100.00% |