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 | 3.98% | 0.25 CHF | 0.26 CHF | 170,000 | 170,000 | 166,395 | 166,395 | 40,950 CHF | 42,614 CHF | 100.00% | 100.00% |
19/11/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 180,000 | 180,000 | 175,306 | 175,306 | 41,638 CHF | 43,391 CHF | 100.00% | 100.00% |
18/11/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 190,000 | 190,000 | 185,053 | 185,053 | 41,668 CHF | 43,518 CHF | 100.00% | 100.00% |
15/11/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 210,000 | 210,000 | 200,300 | 200,300 | 41,020 CHF | 43,023 CHF | 100.00% | 100.00% |
14/11/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 196,988 | 196,988 | 36,248 CHF | 38,218 CHF | 99.41% | 99.41% |
13/11/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 194,792 | 194,792 | 38,556 CHF | 40,504 CHF | 100.00% | 100.00% |
12/11/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 180,000 | 180,000 | 178,392 | 178,392 | 35,221 CHF | 37,005 CHF | 68.32% | 100.00% |
11/11/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 170,000 | 170,000 | 165,567 | 165,567 | 39,700 CHF | 41,356 CHF | 99.93% | 99.93% |
08/11/2024 | 3.52% | 0.26 CHF | 0.27 CHF | 140,000 | 140,000 | 136,184 | 136,184 | 38,118 CHF | 39,480 CHF | 100.00% | 100.00% |
07/11/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 146,033 | 146,033 | 53,499 CHF | 54,959 CHF | 98.53% | 98.53% |