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% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,737 CHF | 21,295 CHF | 99.17% | 99.17% |
19/11/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 52,026 CHF | 21,810 CHF | 99.17% | 99.17% |
18/11/2024 | 4.89% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 49,896 CHF | 20,959 CHF | 99.23% | 99.23% |
15/11/2024 | 4.88% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,039 CHF | 21,016 CHF | 99.17% | 99.17% |
14/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 51,934 CHF | 21,774 CHF | 99.16% | 99.16% |
13/11/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 54,975 CHF | 22,990 CHF | 99.17% | 99.17% |
12/11/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 56,530 CHF | 23,612 CHF | 99.17% | 99.17% |
11/11/2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 49,170 CHF | 20,668 CHF | 99.17% | 99.17% |
08/11/2024 | 4.87% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,102 CHF | 21,041 CHF | 99.17% | 99.17% |
07/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,028 CHF | 21,011 CHF | 98.65% | 98.65% |