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 | 6.08% | 0.16 CHF | 0.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 39,871 CHF | 42,371 CHF | 100.00% | 100.00% |
19/11/2024 | 6.15% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 39,398 CHF | 41,898 CHF | 100.00% | 100.00% |
18/11/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 39,221 CHF | 41,721 CHF | 100.00% | 100.00% |
15/11/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 39,991 CHF | 42,491 CHF | 100.00% | 100.00% |
14/11/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 36,092 CHF | 38,342 CHF | 100.00% | 100.00% |
13/11/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 39,840 CHF | 42,090 CHF | 100.00% | 100.00% |
12/11/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 38,511 CHF | 40,761 CHF | 100.00% | 100.00% |
11/11/2024 | 6.02% | 0.17 CHF | 0.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 40,326 CHF | 42,826 CHF | 100.00% | 100.00% |
08/11/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 40,000 CHF | 42,500 CHF | 100.00% | 100.00% |
07/11/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 37,972 CHF | 40,472 CHF | 100.00% | 100.00% |