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 | 4.29% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 234,262 | 234,262 | 53,413 CHF | 55,756 CHF | 100.00% | 100.00% |
20/11/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 226,035 | 226,035 | 53,348 CHF | 55,608 CHF | 100.00% | 100.00% |
19/11/2024 | 4.54% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 247,762 | 247,762 | 53,296 CHF | 55,774 CHF | 99.30% | 99.30% |
18/11/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 245,190 | 245,188 | 54,372 CHF | 56,824 CHF | 99.91% | 99.91% |
15/11/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 227,025 | 227,025 | 52,834 CHF | 55,104 CHF | 100.00% | 100.00% |
14/11/2024 | 4.40% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 240,900 | 240,900 | 53,600 CHF | 56,009 CHF | 100.00% | 100.00% |
13/11/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,176 CHF | 55,676 CHF | 100.00% | 100.00% |
12/11/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 228,561 | 228,561 | 52,301 CHF | 54,586 CHF | 99.61% | 99.61% |
11/11/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,510 CHF | 54,510 CHF | 99.91% | 99.91% |
08/11/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,301 CHF | 54,301 CHF | 100.00% | 100.00% |