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 | 3.98% | 0.33 CHF | 0.35 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 33,318 CHF | 34,668 CHF | 99.43% | 99.43% |
19/11/2024 | 4.25% | 0.33 CHF | 0.35 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 27,769 CHF | 28,969 CHF | 100.00% | 100.00% |
18/11/2024 | 4.41% | 0.36 CHF | 0.38 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 30,016 CHF | 31,366 CHF | 99.88% | 99.88% |
15/11/2024 | 4.76% | 0.33 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,848 CHF | 32,348 CHF | 100.00% | 100.00% |
14/11/2024 | 5.52% | 0.29 CHF | 0.31 CHF | 110,000 | 110,000 | 116,103 | 116,103 | 29,418 CHF | 31,087 CHF | 98.63% | 98.63% |
13/11/2024 | 5.53% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 25,560 CHF | 27,010 CHF | 100.00% | 100.00% |
12/11/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 110,000 | 110,000 | 105,417 | 105,417 | 21,740 CHF | 23,005 CHF | 99.88% | 99.88% |
11/11/2024 | 5.62% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 31,186 CHF | 32,986 CHF | 100.00% | 100.00% |
08/11/2024 | 5.77% | 0.19 CHF | 0.21 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 22,280 CHF | 23,602 CHF | 98.31% | 98.31% |
07/11/2024 | 5.39% | 0.25 CHF | 0.27 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 29,925 CHF | 31,575 CHF | 100.00% | 100.00% |