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 | 3.59% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 198,966 | 198,966 | 54,496 CHF | 56,486 CHF | 100.00% | 100.00% |
19/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 185,430 | 185,430 | 52,726 CHF | 54,580 CHF | 99.90% | 99.90% |
18/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 202,212 | 202,212 | 51,677 CHF | 53,700 CHF | 99.91% | 99.91% |
15/11/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 221,771 | 221,771 | 53,242 CHF | 55,460 CHF | 100.00% | 100.00% |
14/11/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 243,489 | 243,489 | 53,866 CHF | 56,300 CHF | 100.00% | 100.00% |
13/11/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 223,705 | 223,706 | 52,648 CHF | 54,885 CHF | 100.00% | 100.00% |
12/11/2024 | 4.72% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 250,631 | 250,632 | 51,895 CHF | 54,402 CHF | 99.70% | 99.70% |
11/11/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,587 | 299,587 | 52,022 CHF | 55,017 CHF | 99.85% | 99.85% |
08/11/2024 | 5.52% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 302,875 | 302,875 | 53,369 CHF | 56,398 CHF | 100.00% | 100.00% |
07/11/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 359,850 | 359,850 | 52,440 CHF | 56,039 CHF | 99.91% | 99.91% |