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 | 5.28% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 284,015 | 284,015 | 52,437 CHF | 55,277 CHF | 100.00% | 100.00% |
19/11/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 242,312 | 242,307 | 53,285 CHF | 55,707 CHF | 99.89% | 99.89% |
18/11/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 286,733 | 286,730 | 53,016 CHF | 55,883 CHF | 99.91% | 99.91% |
15/11/2024 | 6.11% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 328,974 | 328,975 | 52,154 CHF | 55,444 CHF | 100.00% | 100.00% |
14/11/2024 | 5.95% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 314,345 | 314,346 | 51,280 CHF | 54,424 CHF | 100.00% | 100.00% |
13/11/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,254 | 250,254 | 52,215 CHF | 54,718 CHF | 100.00% | 100.00% |
12/11/2024 | 5.82% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 311,608 | 311,609 | 51,956 CHF | 55,072 CHF | 99.66% | 99.66% |
11/11/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 375,943 | 375,949 | 52,025 CHF | 55,785 CHF | 99.87% | 99.87% |
08/11/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 259,908 | 259,908 | 51,564 CHF | 54,163 CHF | 100.00% | 100.00% |
07/11/2024 | 4.13% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 214,948 | 214,947 | 50,897 CHF | 53,046 CHF | 99.90% | 99.90% |