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 | 4.20% | 0.22 CHF | 0.23 CHF | 180,000 | 180,000 | 180,019 | 180,019 | 41,990 CHF | 43,790 CHF | 100.00% | 100.00% |
19/11/2024 | 3.86% | 0.23 CHF | 0.24 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 40,628 CHF | 42,228 CHF | 100.00% | 100.00% |
18/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 42,667 CHF | 44,267 CHF | 100.00% | 100.00% |
15/11/2024 | 3.52% | 0.28 CHF | 0.28 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 44,630 CHF | 46,230 CHF | 100.00% | 100.00% |
14/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 43,262 CHF | 44,862 CHF | 99.36% | 99.36% |
13/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 43,087 CHF | 44,687 CHF | 100.00% | 100.00% |
12/11/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 42,279 CHF | 43,783 CHF | 100.00% | 100.00% |
11/11/2024 | 4.90% | 0.29 CHF | 0.31 CHF | 160,000 | 160,000 | 159,980 | 159,980 | 47,565 CHF | 49,955 CHF | 99.93% | 99.93% |
08/11/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 160,000 | 160,000 | 157,587 | 157,587 | 43,412 CHF | 44,997 CHF | 100.00% | 100.00% |
07/11/2024 | 4.85% | 0.28 CHF | 0.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 43,831 CHF | 46,010 CHF | 100.00% | 100.00% |