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 | 5.98% | 0.14 CHF | 0.16 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 6,915 CHF | 7,340 CHF | 100.00% | 100.00% |
19/11/2024 | 6.08% | 0.18 CHF | 0.19 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 6,855 CHF | 7,282 CHF | 100.00% | 100.00% |
18/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 8,717 CHF | 9,136 CHF | 100.00% | 100.00% |
15/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 9,198 CHF | 9,611 CHF | 100.00% | 100.00% |
14/11/2024 | 5.30% | 0.20 CHF | 0.21 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 7,807 CHF | 8,229 CHF | 100.00% | 100.00% |
13/11/2024 | 5.06% | 0.19 CHF | 0.20 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 8,114 CHF | 8,534 CHF | 100.00% | 100.00% |
12/11/2024 | 4.32% | 0.21 CHF | 0.22 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 9,370 CHF | 9,783 CHF | 99.87% | 99.87% |
11/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 13,484 CHF | 13,884 CHF | 99.68% | 99.68% |
08/11/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 13,003 CHF | 13,403 CHF | 98.79% | 98.79% |
07/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 15,319 CHF | 15,708 CHF | 99.44% | 99.44% |