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 | 5.38% | 0.18 CHF | 0.19 CHF | 190,000 | 190,000 | 184,785 | 184,785 | 33,459 CHF | 35,306 CHF | 100.00% | 100.00% |
19/11/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 180,000 | 180,000 | 175,306 | 175,306 | 31,335 CHF | 33,088 CHF | 100.00% | 100.00% |
18/11/2024 | 5.57% | 0.18 CHF | 0.19 CHF | 190,000 | 190,000 | 184,823 | 184,823 | 32,295 CHF | 34,143 CHF | 100.00% | 100.00% |
15/11/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 190,000 | 190,000 | 185,049 | 185,049 | 31,508 CHF | 33,359 CHF | 100.00% | 100.00% |
14/11/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 190,166 | 190,166 | 28,887 CHF | 30,789 CHF | 99.36% | 99.36% |
13/11/2024 | 5.94% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 185,941 | 185,941 | 30,402 CHF | 32,261 CHF | 100.00% | 100.00% |
12/11/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 170,000 | 170,000 | 165,520 | 165,520 | 27,952 CHF | 29,607 CHF | 98.86% | 100.00% |
11/11/2024 | 4.68% | 0.19 CHF | 0.20 CHF | 160,000 | 160,000 | 146,511 | 146,511 | 30,573 CHF | 32,038 CHF | 99.93% | 99.93% |
08/11/2024 | 4.14% | 0.21 CHF | 0.22 CHF | 130,000 | 130,000 | 126,614 | 126,614 | 30,027 CHF | 31,293 CHF | 100.00% | 100.00% |
07/11/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 136,293 | 136,293 | 39,445 CHF | 40,808 CHF | 98.41% | 98.41% |