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 | 4.11% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 221,105 | 221,105 | 52,671 CHF | 54,882 CHF | 100.00% | 100.00% |
19/11/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,025 | 247,025 | 52,694 CHF | 55,164 CHF | 99.88% | 99.88% |
18/11/2024 | 4.31% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 236,042 | 236,042 | 53,623 CHF | 55,984 CHF | 99.89% | 99.89% |
15/11/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 235,273 | 235,273 | 52,870 CHF | 55,223 CHF | 100.00% | 100.00% |
14/11/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 243,987 | 243,987 | 52,628 CHF | 55,068 CHF | 100.00% | 100.00% |
13/11/2024 | 4.51% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 244,177 | 244,177 | 52,880 CHF | 55,322 CHF | 100.00% | 100.00% |
12/11/2024 | 3.91% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 204,144 | 204,143 | 51,253 CHF | 53,295 CHF | 99.60% | 99.60% |
11/11/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,738 | 199,738 | 54,208 CHF | 56,206 CHF | 99.83% | 99.83% |
08/11/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,788 | 199,788 | 53,713 CHF | 55,710 CHF | 100.00% | 100.00% |
07/11/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 181,515 | 181,515 | 52,966 CHF | 54,781 CHF | 99.85% | 99.85% |