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 | 4.69% | 0.21 CHF | 0.22 CHF | 170,000 | 170,000 | 165,569 | 165,569 | 34,468 CHF | 36,124 CHF | 100.00% | 100.00% |
19/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 180,000 | 180,000 | 174,964 | 174,964 | 35,014 CHF | 36,763 CHF | 100.00% | 100.00% |
18/11/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 190,000 | 190,000 | 185,053 | 185,053 | 34,755 CHF | 36,605 CHF | 100.00% | 100.00% |
15/11/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 210,000 | 210,000 | 204,527 | 204,527 | 34,602 CHF | 36,647 CHF | 100.00% | 100.00% |
14/11/2024 | 6.49% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 196,984 | 196,984 | 29,418 CHF | 31,388 CHF | 99.36% | 99.36% |
13/11/2024 | 5.94% | 0.16 CHF | 0.17 CHF | 210,000 | 210,000 | 203,583 | 203,583 | 33,280 CHF | 35,315 CHF | 100.00% | 100.00% |
12/11/2024 | 5.96% | 0.15 CHF | 0.16 CHF | 180,000 | 180,000 | 178,392 | 178,392 | 29,095 CHF | 30,879 CHF | 68.32% | 100.00% |
11/11/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 170,000 | 170,000 | 156,910 | 156,910 | 32,110 CHF | 33,679 CHF | 99.93% | 99.93% |
08/11/2024 | 4.00% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 135,690 | 135,690 | 33,312 CHF | 34,669 CHF | 100.00% | 100.00% |
07/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 136,867 | 136,867 | 45,723 CHF | 47,091 CHF | 98.53% | 98.53% |