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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 172,962 | 75,000 | 172,964 | 75,000 | 26,135 CHF | 12,083 CHF | 100.00% | 100.00% |
15/11/2024 | 5.59% | 0.16 CHF | 0.17 CHF | 172,995 | 75,000 | 172,453 | 75,000 | 30,074 CHF | 13,830 CHF | 100.00% | 100.00% |
14/11/2024 | 5.52% | 0.19 CHF | 0.20 CHF | 171,951 | 75,000 | 172,549 | 75,000 | 30,586 CHF | 14,047 CHF | 99.22% | 99.22% |
13/11/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 172,532 | 75,000 | 171,992 | 74,446 | 27,283 CHF | 12,565 CHF | 98.74% | 98.74% |
12/11/2024 | 5.45% | 0.16 CHF | 0.17 CHF | 171,885 | 75,000 | 171,041 | 75,000 | 30,725 CHF | 14,226 CHF | 100.00% | 100.00% |
11/11/2024 | 4.27% | 0.25 CHF | 0.26 CHF | 168,720 | 75,000 | 169,080 | 75,000 | 38,872 CHF | 17,995 CHF | 100.00% | 100.00% |
08/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 168,462 | 75,000 | 167,845 | 75,000 | 37,561 CHF | 17,537 CHF | 100.00% | 100.00% |
07/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 166,294 | 75,000 | 166,840 | 73,699 | 45,995 CHF | 21,040 CHF | 98.73% | 98.73% |
06/11/2024 | 3.48% | 0.26 CHF | 0.27 CHF | 167,185 | 75,000 | 164,704 | 72,144 | 49,251 CHF | 22,296 CHF | 91.90% | 91.90% |
05/11/2024 | 2.83% | 0.31 CHF | 0.32 CHF | 163,521 | 75,000 | 149,170 | 75,000 | 52,001 CHF | 26,978 CHF | 96.86% | 96.86% |