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 | 4.89% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 27,261 CHF | 28,623 CHF | 100.00% | 100.00% |
19/11/2024 | 5.56% | 0.20 CHF | 0.21 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 24,348 CHF | 25,735 CHF | 100.00% | 100.00% |
18/11/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 29,695 CHF | 31,045 CHF | 100.00% | 100.00% |
15/11/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 30,830 CHF | 32,153 CHF | 100.00% | 100.00% |
14/11/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 25,741 CHF | 27,114 CHF | 100.00% | 100.00% |
13/11/2024 | 5.04% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 26,446 CHF | 27,810 CHF | 100.00% | 100.00% |
12/11/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 29,417 CHF | 30,771 CHF | 99.85% | 99.85% |
11/11/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 29,879 CHF | 31,232 CHF | 99.71% | 99.71% |
08/11/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 136,000 | 136,000 | 134,840 | 134,840 | 29,630 CHF | 30,979 CHF | 100.00% | 100.00% |
07/11/2024 | 4.66% | 0.22 CHF | 0.23 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 28,418 CHF | 29,772 CHF | 100.00% | 100.00% |