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 | 5.97% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 17,424 CHF | 18,496 CHF | 100.00% | 100.00% |
19/11/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 107,132 | 107,132 | 17,201 CHF | 18,272 CHF | 100.00% | 100.00% |
18/11/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 16,180 CHF | 17,251 CHF | 100.00% | 100.00% |
15/11/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 120,000 | 120,000 | 112,645 | 112,645 | 15,073 CHF | 16,199 CHF | 100.00% | 100.00% |
14/11/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 120,000 | 120,000 | 116,854 | 116,854 | 13,937 CHF | 15,105 CHF | 99.41% | 99.41% |
13/11/2024 | 7.46% | 0.12 CHF | 0.13 CHF | 120,000 | 120,000 | 115,924 | 115,924 | 14,966 CHF | 16,125 CHF | 100.00% | 100.00% |
12/11/2024 | 7.50% | 0.12 CHF | 0.13 CHF | 120,000 | 120,000 | 116,995 | 116,995 | 15,012 CHF | 16,182 CHF | 68.32% | 100.00% |
11/11/2024 | 6.14% | 0.15 CHF | 0.16 CHF | 110,000 | 110,000 | 107,131 | 107,131 | 16,911 CHF | 17,983 CHF | 99.93% | 99.93% |
08/11/2024 | 5.09% | 0.17 CHF | 0.18 CHF | 110,000 | 110,000 | 107,074 | 107,074 | 20,564 CHF | 21,635 CHF | 100.00% | 100.00% |
07/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 110,000 | 110,000 | 107,091 | 107,091 | 28,821 CHF | 29,892 CHF | 98.53% | 98.53% |