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 | 5.48% | 0.22 CHF | 0.23 CHF | 132,000 | 132,000 | 58,503 | 58,503 | 15,306 CHF | 16,066 CHF | 99.47% | 99.47% |
19/11/2024 | 5.38% | 0.28 CHF | 0.29 CHF | 131,000 | 131,000 | 58,564 | 58,564 | 16,045 CHF | 16,806 CHF | 100.00% | 100.00% |
18/11/2024 | 5.17% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 57,960 | 57,960 | 16,529 CHF | 17,285 CHF | 99.47% | 99.47% |
15/11/2024 | 5.39% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 58,102 | 58,102 | 16,611 CHF | 17,367 CHF | 100.00% | 100.00% |
14/11/2024 | 5.02% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 58,222 | 58,222 | 17,302 CHF | 18,062 CHF | 98.39% | 98.39% |
13/11/2024 | 4.24% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 57,617 | 57,617 | 19,281 CHF | 20,029 CHF | 98.69% | 98.69% |
12/11/2024 | 4.13% | 0.37 CHF | 0.38 CHF | 128,000 | 128,000 | 57,697 | 57,697 | 21,215 CHF | 21,964 CHF | 99.88% | 99.88% |
11/11/2024 | 4.34% | 0.39 CHF | 0.40 CHF | 128,000 | 128,000 | 57,765 | 57,765 | 21,298 CHF | 22,050 CHF | 99.90% | 99.90% |
08/11/2024 | 5.29% | 0.34 CHF | 0.35 CHF | 130,000 | 130,000 | 59,191 | 59,191 | 17,718 CHF | 18,485 CHF | 99.04% | 99.04% |
07/11/2024 | 5.03% | 0.27 CHF | 0.28 CHF | 133,000 | 133,000 | 59,023 | 59,023 | 17,295 CHF | 18,060 CHF | 100.00% | 100.00% |