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 | 4.81% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,196 | 250,196 | 50,744 CHF | 53,246 CHF | 100.00% | 100.00% |
19/11/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 284,429 | 284,429 | 52,947 CHF | 55,791 CHF | 99.74% | 99.74% |
18/11/2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 261,826 | 261,826 | 51,318 CHF | 53,937 CHF | 99.88% | 99.88% |
15/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 258,410 | 258,410 | 50,629 CHF | 53,214 CHF | 100.00% | 100.00% |
14/11/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 279,513 | 279,513 | 52,486 CHF | 55,281 CHF | 100.00% | 100.00% |
13/11/2024 | 5.20% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 275,963 | 275,963 | 51,646 CHF | 54,406 CHF | 100.00% | 100.00% |
12/11/2024 | 4.61% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,809 | 249,809 | 52,955 CHF | 55,453 CHF | 99.69% | 99.69% |
11/11/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 232,500 | 232,500 | 52,923 CHF | 55,248 CHF | 99.84% | 99.84% |
08/11/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 237,630 | 237,628 | 53,589 CHF | 55,965 CHF | 100.00% | 100.00% |
07/11/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 212,122 | 212,122 | 51,936 CHF | 54,057 CHF | 99.82% | 99.82% |