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 | 5.46% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 297,330 | 297,332 | 52,975 CHF | 55,948 CHF | 100.00% | 100.00% |
19/11/2024 | 5.00% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 263,784 | 263,787 | 51,456 CHF | 54,094 CHF | 99.19% | 99.19% |
18/11/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,444 CHF | 54,444 CHF | 99.88% | 99.88% |
15/11/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,418 | 301,418 | 51,381 CHF | 54,395 CHF | 100.00% | 100.00% |
14/11/2024 | 5.23% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 283,303 | 283,303 | 52,766 CHF | 55,600 CHF | 100.00% | 100.00% |
13/11/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 257,716 | 257,717 | 51,901 CHF | 54,478 CHF | 100.00% | 100.00% |
12/11/2024 | 5.80% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 309,922 | 309,921 | 51,931 CHF | 55,030 CHF | 99.67% | 99.67% |
11/11/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,564 | 301,564 | 51,036 CHF | 54,052 CHF | 99.85% | 99.85% |
08/11/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 296,877 | 296,879 | 53,745 CHF | 56,715 CHF | 100.00% | 100.00% |
07/11/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,797 CHF | 55,797 CHF | 99.90% | 99.90% |