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 | 5.37% | 0.34 CHF | 0.35 CHF | 132,000 | 132,000 | 58,463 | 58,463 | 17,332 CHF | 18,092 CHF | 99.37% | 99.37% |
19/11/2024 | 5.45% | 0.28 CHF | 0.29 CHF | 131,000 | 131,000 | 58,566 | 58,566 | 16,592 CHF | 17,352 CHF | 99.98% | 99.98% |
18/11/2024 | 5.56% | 0.27 CHF | 0.28 CHF | 130,000 | 130,000 | 58,229 | 58,229 | 16,148 CHF | 16,905 CHF | 99.83% | 99.83% |
15/11/2024 | 5.28% | 0.27 CHF | 0.28 CHF | 130,000 | 130,000 | 58,071 | 58,071 | 16,271 CHF | 17,026 CHF | 99.95% | 99.95% |
14/11/2024 | 5.71% | 0.28 CHF | 0.29 CHF | 130,000 | 130,000 | 58,299 | 58,299 | 15,753 CHF | 16,514 CHF | 98.60% | 98.60% |
13/11/2024 | 8.15% | 0.27 CHF | 0.28 CHF | 130,000 | 130,000 | 57,775 | 57,775 | 13,321 CHF | 14,132 CHF | 99.62% | 99.62% |
12/11/2024 | 8.14% | 0.20 CHF | 0.21 CHF | 128,000 | 128,000 | 57,686 | 57,686 | 11,429 CHF | 12,240 CHF | 99.88% | 99.88% |
11/11/2024 | 7.57% | 0.18 CHF | 0.19 CHF | 128,000 | 128,000 | 57,688 | 57,688 | 11,423 CHF | 12,238 CHF | 99.69% | 99.69% |
08/11/2024 | 5.44% | 0.23 CHF | 0.24 CHF | 130,000 | 130,000 | 59,159 | 59,159 | 15,648 CHF | 16,415 CHF | 98.99% | 98.99% |
07/11/2024 | 5.67% | 0.29 CHF | 0.30 CHF | 133,000 | 133,000 | 59,025 | 59,025 | 16,038 CHF | 16,803 CHF | 99.92% | 99.92% |