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 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 293,674 | 293,674 | 53,579 CHF | 56,515 CHF | 100.00% | 100.00% |
19/11/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 260,406 | 260,406 | 50,753 CHF | 53,357 CHF | 99.89% | 99.89% |
18/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 291,679 | 291,679 | 53,233 CHF | 56,150 CHF | 99.90% | 99.90% |
15/11/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 260,543 | 260,542 | 50,918 CHF | 53,524 CHF | 100.00% | 100.00% |
14/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,761 | 250,744 | 51,367 CHF | 53,871 CHF | 100.00% | 100.00% |
13/11/2024 | 4.96% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 263,578 | 263,578 | 51,780 CHF | 54,415 CHF | 100.00% | 100.00% |
12/11/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 296,634 | 296,634 | 53,758 CHF | 56,725 CHF | 99.66% | 99.66% |
11/11/2024 | 5.49% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,082 | 299,082 | 52,993 CHF | 55,984 CHF | 99.85% | 99.85% |
08/11/2024 | 5.39% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 298,304 | 298,304 | 53,810 CHF | 56,793 CHF | 100.00% | 100.00% |
07/11/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,012 CHF | 56,012 CHF | 99.86% | 99.86% |