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 | 4.99% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 48,897 CHF | 20,559 CHF | 99.37% | 99.37% |
19/11/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 59,119 CHF | 24,648 CHF | 99.38% | 99.38% |
18/11/2024 | 4.32% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 56,682 CHF | 23,673 CHF | 99.38% | 99.38% |
15/11/2024 | 4.75% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 51,399 CHF | 21,559 CHF | 99.38% | 99.38% |
14/11/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 53,645 CHF | 22,458 CHF | 99.37% | 99.37% |
13/11/2024 | 4.40% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 55,753 CHF | 23,301 CHF | 99.37% | 99.37% |
12/11/2024 | 4.80% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 51,273 CHF | 21,509 CHF | 99.37% | 99.37% |
11/11/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 41,937 CHF | 17,775 CHF | 99.37% | 99.37% |
08/11/2024 | 5.55% | 0.16 CHF | 0.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 43,904 CHF | 18,562 CHF | 99.37% | 99.37% |
07/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,000 CHF | 21,000 CHF | 1.12% | 1.12% |