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 | 5.63% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 214,266 | 214,266 | 37,038 CHF | 39,180 CHF | 100.00% | 100.00% |
19/11/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 214,263 | 214,263 | 36,024 CHF | 38,167 CHF | 100.00% | 100.00% |
18/11/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 220,000 | 220,000 | 214,272 | 214,272 | 34,484 CHF | 36,627 CHF | 100.00% | 100.00% |
15/11/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 230,000 | 230,000 | 219,777 | 219,777 | 32,374 CHF | 34,572 CHF | 100.00% | 100.00% |
14/11/2024 | 7.19% | 0.14 CHF | 0.15 CHF | 230,000 | 230,000 | 223,968 | 223,968 | 30,070 CHF | 32,310 CHF | 99.36% | 99.36% |
13/11/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 230,000 | 230,000 | 223,065 | 223,065 | 31,898 CHF | 34,129 CHF | 100.00% | 100.00% |
12/11/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 230,000 | 230,000 | 226,010 | 226,010 | 32,295 CHF | 34,555 CHF | 68.32% | 100.00% |
11/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 220,000 | 220,000 | 214,263 | 214,263 | 36,530 CHF | 38,672 CHF | 99.93% | 99.93% |
08/11/2024 | 4.93% | 0.18 CHF | 0.19 CHF | 180,000 | 180,000 | 175,171 | 175,171 | 34,719 CHF | 36,471 CHF | 100.00% | 100.00% |
07/11/2024 | 3.71% | 0.28 CHF | 0.28 CHF | 200,000 | 200,000 | 194,710 | 194,710 | 51,620 CHF | 53,567 CHF | 98.53% | 98.53% |