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 | 3.95% | 0.24 CHF | 0.25 CHF | 196,000 | 196,000 | 195,633 | 195,633 | 48,684 CHF | 50,640 CHF | 100.00% | 100.00% |
19/11/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 49,947 CHF | 51,903 CHF | 100.00% | 100.00% |
18/11/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 63,451 CHF | 65,371 CHF | 100.00% | 100.00% |
15/11/2024 | 3.02% | 0.30 CHF | 0.31 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 62,877 CHF | 64,799 CHF | 100.00% | 100.00% |
14/11/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 190,000 | 190,000 | 191,384 | 191,384 | 65,408 CHF | 67,322 CHF | 100.00% | 100.00% |
13/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 59,158 CHF | 61,089 CHF | 100.00% | 100.00% |
12/11/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 63,445 CHF | 65,365 CHF | 99.85% | 99.85% |
11/11/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 190,000 | 190,000 | 188,571 | 188,571 | 74,004 CHF | 75,890 CHF | 99.69% | 99.69% |
08/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 190,000 | 190,000 | 189,376 | 189,376 | 73,580 CHF | 75,473 CHF | 98.81% | 98.81% |
07/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 78,748 CHF | 80,628 CHF | 100.00% | 100.00% |