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 | 5.31% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 287,901 | 287,901 | 52,791 CHF | 55,670 CHF | 100.00% | 100.00% |
19/11/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,484 | 301,481 | 51,598 CHF | 54,612 CHF | 99.86% | 99.86% |
18/11/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 274,760 | 274,760 | 52,140 CHF | 54,888 CHF | 99.90% | 99.90% |
15/11/2024 | 4.48% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 245,297 | 245,297 | 53,510 CHF | 55,963 CHF | 100.00% | 100.00% |
14/11/2024 | 4.46% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 250,938 | 250,938 | 55,011 CHF | 57,521 CHF | 99.98% | 99.98% |
13/11/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 281,131 | 281,129 | 52,841 CHF | 55,652 CHF | 100.00% | 100.00% |
12/11/2024 | 4.56% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 247,204 | 247,204 | 52,996 CHF | 55,468 CHF | 99.70% | 99.70% |
11/11/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 213,851 | 213,851 | 52,333 CHF | 54,471 CHF | 99.91% | 99.91% |
08/11/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,814 | 251,814 | 51,692 CHF | 54,211 CHF | 100.00% | 100.00% |
07/11/2024 | 5.17% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 278,962 | 278,962 | 52,506 CHF | 55,295 CHF | 99.81% | 99.81% |