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 | 6.68% | 0.18 CHF | 0.19 CHF | 182,000 | 182,000 | 80,641 | 80,641 | 15,959 CHF | 16,972 CHF | 99.90% | 99.90% |
19/11/2024 | 7.80% | 0.17 CHF | 0.18 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 14,108 CHF | 15,137 CHF | 100.00% | 100.00% |
18/11/2024 | 7.86% | 0.18 CHF | 0.19 CHF | 182,000 | 182,000 | 81,459 | 81,459 | 14,098 CHF | 15,123 CHF | 99.90% | 99.90% |
15/11/2024 | 6.83% | 0.17 CHF | 0.18 CHF | 182,000 | 182,000 | 80,591 | 80,591 | 15,397 CHF | 16,409 CHF | 99.90% | 99.90% |
14/11/2024 | 6.02% | 0.21 CHF | 0.22 CHF | 180,000 | 180,000 | 80,150 | 80,150 | 17,708 CHF | 18,717 CHF | 100.00% | 100.00% |
13/11/2024 | 5.57% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 80,290 | 80,290 | 18,446 CHF | 19,423 CHF | 100.00% | 100.00% |
12/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 178,000 | 178,000 | 79,879 | 79,879 | 19,771 CHF | 20,571 CHF | 99.85% | 99.85% |
11/11/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 178,000 | 178,000 | 79,823 | 79,823 | 20,942 CHF | 21,742 CHF | 99.56% | 99.56% |
08/11/2024 | 3.82% | 0.27 CHF | 0.28 CHF | 178,000 | 178,000 | 80,231 | 80,231 | 21,175 CHF | 21,979 CHF | 99.17% | 99.17% |
07/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 21,272 CHF | 22,074 CHF | 99.89% | 99.89% |