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 | 4.71% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,803 | 249,803 | 51,843 CHF | 54,341 CHF | 100.00% | 100.00% |
19/11/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 227,485 | 227,485 | 52,019 CHF | 54,294 CHF | 99.91% | 99.91% |
18/11/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,389 | 249,389 | 53,031 CHF | 55,525 CHF | 99.89% | 99.89% |
15/11/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 235,352 | 235,352 | 53,228 CHF | 55,581 CHF | 100.00% | 100.00% |
14/11/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 217,819 | 217,820 | 52,213 CHF | 54,391 CHF | 100.00% | 100.00% |
13/11/2024 | 4.25% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 230,290 | 230,292 | 52,959 CHF | 55,262 CHF | 100.00% | 100.00% |
12/11/2024 | 4.74% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,192 | 250,192 | 51,581 CHF | 54,083 CHF | 99.61% | 99.61% |
11/11/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 257,063 | 257,063 | 51,166 CHF | 53,736 CHF | 99.83% | 99.83% |
08/11/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,667 CHF | 54,167 CHF | 100.00% | 100.00% |
07/11/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 258,180 | 258,179 | 50,669 CHF | 53,251 CHF | 99.83% | 99.83% |