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 | 3.55% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 197,073 | 197,073 | 54,609 CHF | 56,580 CHF | 100.00% | 100.00% |
19/11/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 178,217 | 178,217 | 52,985 CHF | 54,767 CHF | 99.20% | 99.20% |
18/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,367 CHF | 56,367 CHF | 99.89% | 99.89% |
15/11/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,858 | 199,858 | 53,882 CHF | 55,881 CHF | 100.00% | 100.00% |
14/11/2024 | 3.36% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 175,263 | 175,264 | 51,260 CHF | 53,013 CHF | 100.00% | 100.00% |
13/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,138 | 175,138 | 53,678 CHF | 55,430 CHF | 100.00% | 100.00% |
12/11/2024 | 3.71% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 199,743 | 199,743 | 52,955 CHF | 54,952 CHF | 99.69% | 99.69% |
11/11/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,392 CHF | 55,392 CHF | 99.85% | 99.85% |
08/11/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 196,358 | 196,358 | 55,090 CHF | 57,054 CHF | 100.00% | 100.00% |
07/11/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,468 CHF | 56,468 CHF | 99.90% | 99.90% |