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 | 4.84% | 0.20 CHF | 0.21 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 35,258 CHF | 37,008 CHF | 100.00% | 100.00% |
22/11/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 31,412 CHF | 32,912 CHF | 98.45% | 98.45% |
20/11/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 39,945 CHF | 41,945 CHF | 100.00% | 100.00% |
19/11/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 36,326 CHF | 38,076 CHF | 100.00% | 100.00% |
18/11/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 38,205 CHF | 39,955 CHF | 100.00% | 100.00% |
15/11/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 34,486 CHF | 35,986 CHF | 100.00% | 100.00% |
14/11/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 31,197 CHF | 32,447 CHF | 100.00% | 100.00% |
13/11/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 38,077 CHF | 39,577 CHF | 100.00% | 100.00% |
12/11/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 37,095 CHF | 38,595 CHF | 100.00% | 100.00% |
11/11/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 34,725 CHF | 36,225 CHF | 100.00% | 100.00% |