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% | 0.27 CHF | 0.28 CHF | 212,000 | 212,000 | 210,883 | 210,883 | 55,022 CHF | 57,130 CHF | 100.00% | 100.00% |
19/11/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 208,000 | 208,000 | 205,921 | 205,921 | 48,606 CHF | 50,665 CHF | 100.00% | 100.00% |
18/11/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 204,000 | 204,000 | 204,000 | 204,000 | 46,509 CHF | 48,549 CHF | 100.00% | 100.00% |
15/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,277 | 200,277 | 44,166 CHF | 46,169 CHF | 100.00% | 100.00% |
14/11/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 202,717 | 202,717 | 45,615 CHF | 47,642 CHF | 99.39% | 99.39% |
13/11/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 204,000 | 204,000 | 202,277 | 202,277 | 45,770 CHF | 47,793 CHF | 100.00% | 100.00% |
12/11/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 204,000 | 204,000 | 200,639 | 200,639 | 43,943 CHF | 45,949 CHF | 100.00% | 100.00% |
11/11/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 199,995 | 199,995 | 41,866 CHF | 43,866 CHF | 99.93% | 99.93% |
08/11/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 204,000 | 204,000 | 203,038 | 203,038 | 46,269 CHF | 48,299 CHF | 100.00% | 100.00% |
07/11/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 199,991 | 199,991 | 43,082 CHF | 45,082 CHF | 100.00% | 100.00% |