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 | 4.10% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 219,937 | 219,937 | 52,562 CHF | 54,761 CHF | 100.00% | 100.00% |
19/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,249 | 201,249 | 53,513 CHF | 55,525 CHF | 99.89% | 99.89% |
18/11/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 241,652 | 241,652 | 53,521 CHF | 55,937 CHF | 99.92% | 99.92% |
15/11/2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 253,618 | 253,618 | 50,673 CHF | 53,209 CHF | 100.00% | 100.00% |
14/11/2024 | 4.61% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 244,579 | 244,579 | 51,906 CHF | 54,352 CHF | 100.00% | 100.00% |
13/11/2024 | 3.62% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 199,452 | 199,452 | 54,159 CHF | 56,154 CHF | 100.00% | 100.00% |
12/11/2024 | 4.10% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 223,992 | 223,992 | 53,602 CHF | 55,842 CHF | 99.67% | 99.67% |
11/11/2024 | 5.93% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 318,658 | 318,658 | 52,194 CHF | 55,380 CHF | 99.90% | 99.90% |
08/11/2024 | 5.94% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 322,886 | 322,886 | 52,729 CHF | 55,958 CHF | 100.00% | 100.00% |
07/11/2024 | 8.02% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 428,331 | 428,330 | 51,293 CHF | 55,577 CHF | 99.88% | 99.88% |