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 | 4.10% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 53,405 | 53,405 | 13,069 CHF | 13,605 CHF | 99.89% | 99.89% |
19/11/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 53,352 | 53,352 | 12,052 CHF | 12,588 CHF | 100.00% | 100.00% |
18/11/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 38,070 | 38,070 | 8,384 CHF | 8,767 CHF | 99.89% | 99.89% |
15/11/2024 | 4.71% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 53,407 | 53,407 | 11,540 CHF | 12,076 CHF | 99.90% | 99.90% |
14/11/2024 | 5.05% | 0.21 CHF | 0.22 CHF | 120,000 | 120,000 | 53,403 | 53,403 | 10,629 CHF | 11,166 CHF | 100.00% | 100.00% |
13/11/2024 | 5.15% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 58,496 | 58,496 | 11,560 CHF | 12,147 CHF | 100.00% | 100.00% |
12/11/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 130,000 | 130,000 | 54,414 | 54,414 | 11,458 CHF | 12,005 CHF | 99.90% | 99.90% |
11/11/2024 | 16.96% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 19,053 | 19,053 | 4,550 CHF | 5,215 CHF | 99.56% | 99.56% |
08/11/2024 | 4.97% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 58,690 | 58,690 | 12,189 CHF | 12,778 CHF | 100.00% | 100.00% |
07/11/2024 | 5.04% | 0.20 CHF | 0.21 CHF | 130,000 | 130,000 | 60,762 | 60,762 | 12,135 CHF | 12,745 CHF | 99.89% | 99.89% |