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 | 3.90% | 0.27 CHF | 0.28 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 34,333 CHF | 35,695 CHF | 100.00% | 100.00% |
19/11/2024 | 3.55% | 0.25 CHF | 0.26 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 38,444 CHF | 39,831 CHF | 100.00% | 100.00% |
18/11/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 31,631 CHF | 32,981 CHF | 100.00% | 100.00% |
15/11/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 29,925 CHF | 31,247 CHF | 100.00% | 100.00% |
14/11/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 37,249 CHF | 38,622 CHF | 100.00% | 100.00% |
13/11/2024 | 3.72% | 0.28 CHF | 0.29 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 36,095 CHF | 37,459 CHF | 100.00% | 100.00% |
12/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 32,689 CHF | 34,044 CHF | 99.85% | 99.85% |
11/11/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 132,000 | 132,000 | 135,305 | 135,305 | 32,201 CHF | 33,554 CHF | 99.69% | 99.69% |
08/11/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 136,000 | 136,000 | 134,831 | 134,831 | 32,514 CHF | 33,862 CHF | 99.23% | 99.23% |
07/11/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 34,553 CHF | 35,907 CHF | 100.00% | 100.00% |