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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 5.92% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 317,314 | 317,314 | 52,069 CHF | 55,242 CHF | 100.00% | 100.00% |
20/11/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 304,098 | 304,098 | 51,591 CHF | 54,632 CHF | 100.00% | 100.00% |
19/11/2024 | 5.00% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 264,211 | 264,211 | 51,458 CHF | 54,101 CHF | 99.90% | 99.90% |
18/11/2024 | 5.32% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 290,613 | 290,613 | 53,123 CHF | 56,029 CHF | 99.90% | 99.90% |
15/11/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 331,708 | 331,708 | 52,077 CHF | 55,394 CHF | 100.00% | 100.00% |
14/11/2024 | 5.48% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 293,168 | 293,168 | 51,985 CHF | 54,916 CHF | 100.00% | 100.00% |
13/11/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 259,937 | 259,937 | 52,194 CHF | 54,793 CHF | 100.00% | 100.00% |
12/11/2024 | 5.44% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 296,056 | 296,056 | 52,967 CHF | 55,928 CHF | 99.62% | 99.62% |
11/11/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 378,647 | 378,647 | 52,224 CHF | 56,010 CHF | 99.87% | 99.87% |
08/11/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,495 | 349,495 | 52,389 CHF | 55,884 CHF | 100.00% | 100.00% |