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 | 3.24% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 136,075 | 136,075 | 41,326 CHF | 42,687 CHF | 100.00% | 100.00% |
19/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 130,000 | 130,000 | 126,610 | 126,610 | 37,904 CHF | 39,170 CHF | 100.00% | 100.00% |
18/11/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 136,130 | 136,130 | 40,394 CHF | 41,755 CHF | 100.00% | 100.00% |
15/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 136,352 | 136,352 | 39,771 CHF | 41,135 CHF | 100.00% | 100.00% |
14/11/2024 | 3.70% | 0.28 CHF | 0.28 CHF | 140,000 | 140,000 | 136,329 | 136,329 | 36,215 CHF | 37,578 CHF | 99.36% | 99.36% |
13/11/2024 | 3.47% | 0.28 CHF | 0.28 CHF | 140,000 | 140,000 | 136,355 | 136,355 | 38,627 CHF | 39,990 CHF | 100.00% | 100.00% |
12/11/2024 | 3.38% | 0.28 CHF | 0.28 CHF | 130,000 | 130,000 | 126,575 | 126,575 | 36,825 CHF | 38,091 CHF | 98.86% | 100.00% |
11/11/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 116,871 | 116,871 | 40,120 CHF | 41,289 CHF | 99.93% | 99.93% |
08/11/2024 | 2.60% | 0.35 CHF | 0.36 CHF | 110,000 | 110,000 | 107,135 | 107,135 | 40,780 CHF | 41,851 CHF | 100.00% | 100.00% |
07/11/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 110,000 | 110,000 | 107,087 | 107,087 | 47,618 CHF | 48,689 CHF | 98.41% | 98.41% |