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 | 4.84% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 255,761 | 255,760 | 51,607 CHF | 54,164 CHF | 100.00% | 100.00% |
19/11/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 247,606 | 247,606 | 53,513 CHF | 55,990 CHF | 99.89% | 99.89% |
18/11/2024 | 5.00% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 267,602 | 267,602 | 52,177 CHF | 54,853 CHF | 99.90% | 99.90% |
15/11/2024 | 5.69% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 304,274 | 304,274 | 51,991 CHF | 55,034 CHF | 100.00% | 100.00% |
14/11/2024 | 6.36% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 344,452 | 344,452 | 52,407 CHF | 55,852 CHF | 100.00% | 100.00% |
13/11/2024 | 5.62% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,855 | 300,855 | 52,040 CHF | 55,048 CHF | 100.00% | 100.00% |
12/11/2024 | 7.24% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 390,998 | 390,998 | 52,090 CHF | 56,000 CHF | 99.72% | 99.72% |
11/11/2024 | 7.44% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 399,157 | 399,157 | 51,652 CHF | 55,644 CHF | 99.85% | 99.85% |
08/11/2024 | 7.68% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 414,299 | 414,299 | 51,945 CHF | 56,088 CHF | 100.00% | 100.00% |
07/11/2024 | 6.59% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 355,131 | 351,070 | 52,035 CHF | 55,282 CHF | 84.12% | 84.12% |