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 | 3.94% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 33,957 CHF | 35,319 CHF | 100.00% | 100.00% |
19/11/2024 | 4.37% | 0.25 CHF | 0.26 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 31,115 CHF | 32,502 CHF | 100.00% | 100.00% |
18/11/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 36,255 CHF | 37,605 CHF | 100.00% | 100.00% |
15/11/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 37,178 CHF | 38,501 CHF | 100.00% | 100.00% |
14/11/2024 | 4.18% | 0.25 CHF | 0.26 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 32,151 CHF | 33,524 CHF | 100.00% | 100.00% |
13/11/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 33,187 CHF | 34,550 CHF | 100.00% | 100.00% |
12/11/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 36,140 CHF | 37,495 CHF | 99.85% | 99.85% |
11/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 36,573 CHF | 37,926 CHF | 99.71% | 99.71% |
08/11/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 136,000 | 136,000 | 134,841 | 134,841 | 36,248 CHF | 37,596 CHF | 100.00% | 100.00% |
07/11/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 34,817 CHF | 36,171 CHF | 100.00% | 100.00% |