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 | 4.79% | 0.22 CHF | 0.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 15,301 CHF | 16,051 CHF | 100.00% | 100.00% |
19/11/2024 | 4.64% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 15,784 CHF | 16,534 CHF | 100.00% | 100.00% |
18/11/2024 | 4.64% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 15,776 CHF | 16,526 CHF | 99.58% | 99.58% |
15/11/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 15,301 CHF | 16,051 CHF | 100.00% | 100.00% |
14/11/2024 | 5.06% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,440 CHF | 15,190 CHF | 100.00% | 100.00% |
13/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,691 CHF | 15,441 CHF | 100.00% | 100.00% |
12/11/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,370 CHF | 15,120 CHF | 100.00% | 100.00% |
11/11/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,053 CHF | 14,803 CHF | 100.00% | 100.00% |
08/11/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,519 CHF | 15,269 CHF | 100.00% | 100.00% |
07/11/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,575 CHF | 15,325 CHF | 99.67% | 99.67% |