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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 17,718 CHF | 18,518 CHF | 100.00% | 100.00% |
22/11/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 18,895 CHF | 19,795 CHF | 99.24% | 99.28% |
20/11/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 18,858 CHF | 19,658 CHF | 100.00% | 100.00% |
19/11/2024 | 4.50% | 0.23 CHF | 0.24 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 19,579 CHF | 20,479 CHF | 100.00% | 100.00% |
18/11/2024 | 4.84% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,177 CHF | 21,177 CHF | 100.00% | 100.00% |
15/11/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,609 CHF | 19,609 CHF | 100.00% | 100.00% |
14/11/2024 | 6.21% | 0.17 CHF | 0.18 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 19,521 CHF | 20,771 CHF | 100.00% | 100.00% |
13/11/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 18,779 CHF | 20,029 CHF | 100.00% | 100.00% |
12/11/2024 | 5.98% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,249 CHF | 17,249 CHF | 100.00% | 100.00% |
11/11/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,569 CHF | 19,569 CHF | 100.00% | 100.00% |