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 | 4.31% | 0.68 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,402 CHF | 17,097 CHF | 100.00% | 100.00% |
19/11/2024 | 4.38% | 0.63 CHF | 0.65 CHF | 80,000 | 25,000 | 87,987 | 25,000 | 54,603 CHF | 16,218 CHF | 100.00% | 100.00% |
18/11/2024 | 4.51% | 0.63 CHF | 0.66 CHF | 80,000 | 25,000 | 84,300 | 25,000 | 52,715 CHF | 16,363 CHF | 99.63% | 99.63% |
15/11/2024 | 3.95% | 0.63 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 50,829 CHF | 16,524 CHF | 100.00% | 100.00% |
14/11/2024 | 4.38% | 0.65 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 50,947 CHF | 16,634 CHF | 99.44% | 99.44% |
13/11/2024 | 4.55% | 0.64 CHF | 0.66 CHF | 80,000 | 25,000 | 81,613 | 24,964 | 51,695 CHF | 16,559 CHF | 98.88% | 98.88% |
12/11/2024 | 4.63% | 0.62 CHF | 0.65 CHF | 90,000 | 25,000 | 81,616 | 25,000 | 51,693 CHF | 16,592 CHF | 100.00% | 100.00% |
11/11/2024 | 3.81% | 0.67 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,475 CHF | 17,360 CHF | 100.00% | 100.00% |
08/11/2024 | 4.11% | 0.66 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,730 CHF | 17,169 CHF | 100.00% | 100.00% |
07/11/2024 | 3.94% | 0.67 CHF | 0.70 CHF | 80,000 | 25,000 | 77,451 | 24,376 | 52,772 CHF | 17,246 CHF | 99.06% | 99.06% |