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 | 5.70% | 0.19 CHF | 0.20 CHF | 230,000 | 230,000 | 221,017 | 221,017 | 37,692 CHF | 39,902 CHF | 99.48% | 99.48% |
19/11/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 230,000 | 230,000 | 227,605 | 227,605 | 42,009 CHF | 44,285 CHF | 99.97% | 99.97% |
18/11/2024 | 5.91% | 0.16 CHF | 0.17 CHF | 220,000 | 220,000 | 219,092 | 219,092 | 35,997 CHF | 38,188 CHF | 99.89% | 99.89% |
15/11/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 36,863 CHF | 39,054 CHF | 100.00% | 100.00% |
14/11/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 220,000 | 220,000 | 223,226 | 223,226 | 41,153 CHF | 43,385 CHF | 98.63% | 98.63% |
13/11/2024 | 5.57% | 0.19 CHF | 0.20 CHF | 230,000 | 230,000 | 221,160 | 221,160 | 38,851 CHF | 41,063 CHF | 100.00% | 100.00% |
12/11/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 46,176 CHF | 48,476 CHF | 14.97% | 99.88% |
11/11/2024 | - | 0.14 CHF | - CHF | 220,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 219,083 | 219,083 | 34,948 CHF | 37,139 CHF | 99.04% | 99.04% |
07/11/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 31,030 CHF | 33,221 CHF | 100.00% | 100.00% |