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 | 3.10% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 37,191 CHF | 38,360 CHF | 100.00% | 100.00% |
19/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 116,871 | 116,871 | 35,136 CHF | 36,305 CHF | 100.00% | 100.00% |
18/11/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 126,615 | 126,615 | 35,591 CHF | 36,857 CHF | 100.00% | 100.00% |
15/11/2024 | 3.85% | 0.26 CHF | 0.27 CHF | 130,000 | 130,000 | 126,612 | 126,612 | 32,363 CHF | 33,630 CHF | 100.00% | 100.00% |
14/11/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 130,000 | 130,000 | 126,591 | 126,591 | 28,273 CHF | 29,539 CHF | 99.36% | 99.36% |
13/11/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 130,000 | 130,000 | 126,615 | 126,615 | 31,033 CHF | 32,299 CHF | 100.00% | 100.00% |
12/11/2024 | 3.99% | 0.22 CHF | 0.23 CHF | 130,000 | 130,000 | 126,913 | 126,913 | 31,210 CHF | 32,480 CHF | 68.32% | 100.00% |
11/11/2024 | 3.17% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 116,871 | 116,871 | 36,290 CHF | 37,459 CHF | 99.93% | 99.93% |
08/11/2024 | 2.71% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 108,846 | 108,846 | 39,620 CHF | 40,708 CHF | 99.67% | 99.67% |
07/11/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 107,091 | 107,091 | 50,780 CHF | 51,851 CHF | 98.53% | 98.53% |