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 | 8.69% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 27,538 CHF | 30,038 CHF | 100.00% | 100.00% |
19/11/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 27,513 CHF | 30,013 CHF | 100.00% | 100.00% |
18/11/2024 | 8.33% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 28,823 CHF | 31,323 CHF | 100.00% | 100.00% |
15/11/2024 | 7.62% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 28,431 CHF | 30,681 CHF | 100.00% | 100.00% |
14/11/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 248,872 | 248,872 | 29,513 CHF | 32,002 CHF | 100.00% | 100.00% |
13/11/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 224,474 | 224,474 | 26,567 CHF | 28,812 CHF | 100.00% | 100.00% |
12/11/2024 | 7.38% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 199,552 | 199,552 | 26,049 CHF | 28,044 CHF | 100.00% | 100.00% |
11/11/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 33,157 CHF | 35,407 CHF | 100.00% | 100.00% |
08/11/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 225,000 | 225,000 | 224,479 | 224,479 | 29,286 CHF | 31,531 CHF | 100.00% | 100.00% |
07/11/2024 | 7.07% | 0.13 CHF | 0.14 CHF | 225,000 | 225,000 | 224,019 | 224,019 | 30,599 CHF | 32,839 CHF | 100.00% | 100.00% |