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 | 4.36% | 0.22 CHF | 0.23 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 24,029 CHF | 25,101 CHF | 100.00% | 100.00% |
19/11/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 110,000 | 110,000 | 107,132 | 107,132 | 23,533 CHF | 24,605 CHF | 100.00% | 100.00% |
18/11/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 22,523 CHF | 23,594 CHF | 100.00% | 100.00% |
15/11/2024 | 5.12% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 112,645 | 112,645 | 21,478 CHF | 22,604 CHF | 100.00% | 100.00% |
14/11/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 120,000 | 120,000 | 116,853 | 116,853 | 20,281 CHF | 21,450 CHF | 99.36% | 99.36% |
13/11/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 120,000 | 120,000 | 115,927 | 115,927 | 21,454 CHF | 22,614 CHF | 100.00% | 100.00% |
12/11/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 120,000 | 120,000 | 116,995 | 116,995 | 21,709 CHF | 22,879 CHF | 68.32% | 100.00% |
11/11/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 110,000 | 110,000 | 107,131 | 107,131 | 23,881 CHF | 24,953 CHF | 99.93% | 99.93% |
08/11/2024 | 3.77% | 0.24 CHF | 0.25 CHF | 110,000 | 110,000 | 107,070 | 107,070 | 27,964 CHF | 29,034 CHF | 100.00% | 100.00% |
07/11/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 110,000 | 110,000 | 107,091 | 107,091 | 37,004 CHF | 38,075 CHF | 98.53% | 98.53% |