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 | 5.63% | 0.18 CHF | 0.19 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 31,112 CHF | 32,912 CHF | 100.00% | 100.00% |
19/11/2024 | 5.11% | 0.17 CHF | 0.18 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 34,603 CHF | 36,403 CHF | 100.00% | 100.00% |
18/11/2024 | 5.99% | 0.15 CHF | 0.16 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 29,228 CHF | 31,028 CHF | 100.00% | 100.00% |
15/11/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 30,392 CHF | 32,192 CHF | 100.00% | 100.00% |
14/11/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 41,064 CHF | 42,883 CHF | 99.33% | 99.33% |
13/11/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 53,740 CHF | 55,640 CHF | 100.00% | 100.00% |
12/11/2024 | 4.14% | 0.29 CHF | 0.30 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 43,393 CHF | 45,212 CHF | 100.00% | 100.00% |
11/11/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 32,704 CHF | 34,504 CHF | 99.93% | 99.93% |
08/11/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 33,177 CHF | 34,977 CHF | 100.00% | 100.00% |
07/11/2024 | 7.10% | 0.12 CHF | 0.13 CHF | 170,000 | 170,000 | 171,564 | 171,564 | 23,755 CHF | 25,470 CHF | 100.00% | 100.00% |