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 | 3.76% | 0.24 CHF | 0.25 CHF | 140,000 | 140,000 | 136,193 | 136,193 | 35,596 CHF | 36,958 CHF | 100.00% | 100.00% |
19/11/2024 | 4.12% | 0.26 CHF | 0.27 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 33,020 CHF | 34,406 CHF | 100.00% | 100.00% |
18/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 38,114 CHF | 39,464 CHF | 100.00% | 100.00% |
15/11/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 38,735 CHF | 40,058 CHF | 100.00% | 100.00% |
14/11/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 33,997 CHF | 35,370 CHF | 100.00% | 100.00% |
13/11/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 34,662 CHF | 36,026 CHF | 100.00% | 100.00% |
12/11/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 37,819 CHF | 39,173 CHF | 99.85% | 99.85% |
11/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 38,253 CHF | 39,606 CHF | 99.64% | 99.64% |
08/11/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 136,000 | 136,000 | 134,834 | 134,834 | 38,004 CHF | 39,353 CHF | 99.44% | 99.44% |
07/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 36,541 CHF | 37,896 CHF | 100.00% | 100.00% |