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 | 3.66% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,687 CHF | 55,687 CHF | 100.00% | 100.00% |
20/11/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,878 CHF | 56,878 CHF | 100.00% | 100.00% |
19/11/2024 | 3.92% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 205,994 | 205,994 | 51,545 CHF | 53,605 CHF | 99.89% | 99.89% |
18/11/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,726 CHF | 53,726 CHF | 99.88% | 99.88% |
15/11/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 196,519 | 196,519 | 54,086 CHF | 56,051 CHF | 100.00% | 100.00% |
14/11/2024 | 3.74% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 198,537 | 198,537 | 52,124 CHF | 54,109 CHF | 99.98% | 99.98% |
13/11/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 207,283 | 207,283 | 51,765 CHF | 53,838 CHF | 100.00% | 100.00% |
12/11/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,910 | 199,910 | 53,823 CHF | 55,822 CHF | 99.66% | 99.66% |
11/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,232 CHF | 55,982 CHF | 99.91% | 99.91% |
08/11/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,415 CHF | 55,165 CHF | 100.00% | 100.00% |