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 | 3.44% | 0.28 CHF | 0.30 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 30,603 CHF | 31,674 CHF | 100.00% | 100.00% |
19/11/2024 | 3.52% | 0.28 CHF | 0.28 CHF | 110,000 | 110,000 | 107,132 | 107,132 | 29,872 CHF | 30,944 CHF | 100.00% | 100.00% |
18/11/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 28,248 CHF | 29,319 CHF | 100.00% | 100.00% |
15/11/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 120,000 | 120,000 | 112,644 | 112,644 | 26,688 CHF | 27,814 CHF | 100.00% | 100.00% |
14/11/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 116,853 | 116,853 | 24,902 CHF | 26,071 CHF | 99.36% | 99.36% |
13/11/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 115,924 | 115,924 | 26,575 CHF | 27,734 CHF | 100.00% | 100.00% |
12/11/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 116,994 | 116,994 | 26,669 CHF | 27,839 CHF | 68.32% | 100.00% |
11/11/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 110,000 | 110,000 | 107,131 | 107,131 | 29,710 CHF | 30,781 CHF | 99.93% | 99.93% |
08/11/2024 | 2.99% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 89,262 | 89,262 | 29,425 CHF | 30,317 CHF | 100.00% | 100.00% |
07/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 97,930 | 97,930 | 44,723 CHF | 45,702 CHF | 98.53% | 98.53% |