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 | 4.61% | 0.20 CHF | 0.21 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 27,571 CHF | 28,871 CHF | 100.00% | 100.00% |
19/11/2024 | 4.12% | 0.21 CHF | 0.22 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 31,044 CHF | 32,344 CHF | 99.37% | 99.37% |
18/11/2024 | 4.56% | 0.27 CHF | 0.28 CHF | 140,000 | 140,000 | 139,988 | 139,988 | 30,344 CHF | 31,744 CHF | 97.90% | 97.90% |
15/11/2024 | 4.56% | 0.19 CHF | 0.20 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 27,941 CHF | 29,241 CHF | 99.02% | 99.02% |
14/11/2024 | 4.12% | 0.26 CHF | 0.27 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 28,612 CHF | 29,812 CHF | 99.95% | 99.95% |
13/11/2024 | 5.05% | 0.30 CHF | 0.31 CHF | 130,000 | 130,000 | 129,935 | 129,935 | 26,046 CHF | 27,346 CHF | 98.85% | 98.85% |
12/11/2024 | 2.23% | 0.31 CHF | 0.32 CHF | 110,000 | 110,000 | 109,907 | 109,907 | 48,996 CHF | 50,095 CHF | 98.25% | 98.25% |
11/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 110,000 | 110,000 | 109,963 | 109,963 | 56,353 CHF | 57,453 CHF | 100.00% | 100.00% |
08/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 50,391 CHF | 51,491 CHF | 98.58% | 98.58% |
07/11/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 120,000 | 120,000 | 111,242 | 111,242 | 52,874 CHF | 53,987 CHF | 97.68% | 97.68% |