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 | 4.34% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 238,670 | 238,670 | 53,767 CHF | 56,154 CHF | 100.00% | 100.00% |
19/11/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 278,406 | 278,406 | 52,316 CHF | 55,100 CHF | 99.90% | 99.90% |
18/11/2024 | 4.79% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 255,524 | 255,524 | 52,099 CHF | 54,654 CHF | 99.91% | 99.91% |
15/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 255,791 | 255,791 | 51,144 CHF | 53,702 CHF | 100.00% | 100.00% |
14/11/2024 | 5.14% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 279,721 | 279,720 | 52,964 CHF | 55,761 CHF | 100.00% | 100.00% |
13/11/2024 | 5.08% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 270,216 | 270,216 | 51,839 CHF | 54,541 CHF | 100.00% | 100.00% |
12/11/2024 | 3.99% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 212,306 | 212,306 | 52,135 CHF | 54,258 CHF | 99.60% | 99.60% |
11/11/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 195,275 | 195,275 | 53,538 CHF | 55,490 CHF | 99.82% | 99.82% |
08/11/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 197,250 | 197,250 | 53,873 CHF | 55,845 CHF | 100.00% | 100.00% |
07/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,523 | 175,523 | 54,374 CHF | 56,129 CHF | 99.86% | 99.86% |