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 | 4.75% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,777 | 250,776 | 51,565 CHF | 54,072 CHF | 100.00% | 100.00% |
19/11/2024 | 4.73% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 251,885 | 251,881 | 52,033 CHF | 54,551 CHF | 99.25% | 99.25% |
18/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 235,957 | 235,957 | 53,852 CHF | 56,212 CHF | 99.88% | 99.88% |
15/11/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 229,748 | 229,756 | 52,873 CHF | 55,173 CHF | 100.00% | 100.00% |
14/11/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 236,776 | 236,776 | 52,810 CHF | 55,178 CHF | 100.00% | 100.00% |
13/11/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 263,064 | 263,065 | 51,234 CHF | 53,865 CHF | 100.00% | 100.00% |
12/11/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 248,178 | 248,178 | 52,818 CHF | 55,300 CHF | 99.67% | 99.67% |
11/11/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 252,608 | 252,608 | 52,887 CHF | 55,413 CHF | 99.91% | 99.91% |
08/11/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,023 | 251,023 | 50,968 CHF | 53,478 CHF | 100.00% | 100.00% |
07/11/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 265,066 | 265,066 | 51,622 CHF | 54,272 CHF | 99.91% | 99.91% |