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 | 4.25% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 175,045 | 175,045 | 40,347 CHF | 42,098 CHF | 100.00% | 100.00% |
19/11/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 170,000 | 170,000 | 165,567 | 165,567 | 37,695 CHF | 39,350 CHF | 100.00% | 100.00% |
18/11/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 175,083 | 175,083 | 39,240 CHF | 40,990 CHF | 100.00% | 100.00% |
15/11/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 190,000 | 190,000 | 184,296 | 184,296 | 40,419 CHF | 42,262 CHF | 100.00% | 100.00% |
14/11/2024 | 4.92% | 0.21 CHF | 0.22 CHF | 180,000 | 180,000 | 180,438 | 180,438 | 35,776 CHF | 37,581 CHF | 99.36% | 99.36% |
13/11/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 180,000 | 180,000 | 176,201 | 176,201 | 37,227 CHF | 38,989 CHF | 100.00% | 100.00% |
12/11/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 170,000 | 170,000 | 163,484 | 163,484 | 35,506 CHF | 37,141 CHF | 98.86% | 100.00% |
11/11/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 160,000 | 160,000 | 146,518 | 146,518 | 38,048 CHF | 39,513 CHF | 99.93% | 99.93% |
08/11/2024 | 3.40% | 0.27 CHF | 0.28 CHF | 140,000 | 140,000 | 128,342 | 128,342 | 37,107 CHF | 38,391 CHF | 100.00% | 100.00% |
07/11/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140,000 | 140,000 | 136,293 | 136,293 | 46,849 CHF | 48,212 CHF | 98.41% | 98.41% |