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 | 3.80% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 205,357 | 205,357 | 53,008 CHF | 55,062 CHF | 100.00% | 100.00% |
20/11/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,897 CHF | 54,897 CHF | 100.00% | 100.00% |
19/11/2024 | 4.20% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 227,102 | 227,102 | 52,964 CHF | 55,235 CHF | 99.91% | 99.91% |
18/11/2024 | 3.98% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 210,546 | 210,546 | 51,762 CHF | 53,868 CHF | 99.91% | 99.91% |
15/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 196,353 | 196,353 | 53,130 CHF | 55,094 CHF | 100.00% | 100.00% |
14/11/2024 | 3.90% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 210,006 | 210,006 | 52,894 CHF | 54,994 CHF | 100.00% | 100.00% |
13/11/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 223,643 | 223,643 | 52,658 CHF | 54,894 CHF | 100.00% | 100.00% |
12/11/2024 | 3.77% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,169 | 200,169 | 52,113 CHF | 54,114 CHF | 99.69% | 99.69% |
11/11/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,456 CHF | 56,206 CHF | 99.89% | 99.89% |
08/11/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,439 CHF | 55,189 CHF | 100.00% | 100.00% |