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 | 4.69% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,675 | 249,674 | 52,060 CHF | 54,557 CHF | 99.80% | 99.80% |
19/11/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,097 CHF | 55,347 CHF | 99.71% | 99.71% |
18/11/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 225,262 | 225,261 | 51,691 CHF | 53,943 CHF | 99.69% | 99.69% |
15/11/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 238,887 | 238,886 | 53,630 CHF | 56,019 CHF | 99.80% | 99.80% |
14/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 241,671 | 241,671 | 53,778 CHF | 56,195 CHF | 99.80% | 99.80% |
13/11/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,682 | 249,682 | 54,715 CHF | 57,212 CHF | 99.81% | 99.81% |
12/11/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 226,044 | 226,044 | 52,332 CHF | 54,592 CHF | 99.50% | 99.50% |
11/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 231,666 | 231,667 | 52,629 CHF | 54,946 CHF | 99.70% | 99.70% |
08/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 231,630 | 231,630 | 52,600 CHF | 54,916 CHF | 99.81% | 99.81% |
07/11/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,107 CHF | 56,607 CHF | 95.69% | 95.69% |