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 | 6.06% | 0.16 CHF | 0.17 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 14,664 CHF | 15,579 CHF | 100.00% | 100.00% |
19/11/2024 | 6.36% | 0.14 CHF | 0.16 CHF | 94,000 | 94,000 | 91,392 | 91,392 | 13,977 CHF | 14,891 CHF | 100.00% | 100.00% |
18/11/2024 | 6.27% | 0.17 CHF | 0.18 CHF | 94,000 | 94,000 | 91,504 | 91,504 | 14,173 CHF | 15,088 CHF | 100.00% | 100.00% |
15/11/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 94,000 | 94,000 | 91,397 | 91,397 | 13,653 CHF | 14,567 CHF | 100.00% | 100.00% |
14/11/2024 | 8.58% | 0.13 CHF | 0.14 CHF | 94,000 | 94,000 | 92,566 | 92,566 | 10,447 CHF | 11,373 CHF | 99.33% | 99.33% |
13/11/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 94,000 | 94,000 | 91,731 | 91,731 | 12,783 CHF | 13,701 CHF | 100.00% | 100.00% |
12/11/2024 | 6.50% | 0.13 CHF | 0.14 CHF | 94,000 | 94,000 | 91,115 | 91,115 | 13,600 CHF | 14,511 CHF | 98.86% | 100.00% |
11/11/2024 | 4.47% | 0.20 CHF | 0.21 CHF | 92,000 | 92,000 | 87,739 | 87,739 | 19,227 CHF | 20,105 CHF | 99.93% | 99.93% |
08/11/2024 | 3.62% | 0.23 CHF | 0.24 CHF | 90,000 | 90,000 | 85,909 | 85,909 | 23,423 CHF | 24,282 CHF | 100.00% | 100.00% |
07/11/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 84,000 | 84,000 | 82,887 | 82,887 | 29,468 CHF | 30,296 CHF | 98.41% | 98.41% |