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 | 3.47% | 0.28 CHF | 0.30 CHF | 170,000 | 170,000 | 166,399 | 166,399 | 47,181 CHF | 48,845 CHF | 100.00% | 100.00% |
19/11/2024 | 3.59% | 0.28 CHF | 0.28 CHF | 180,000 | 180,000 | 175,306 | 175,306 | 48,015 CHF | 49,768 CHF | 100.00% | 100.00% |
18/11/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 190,000 | 190,000 | 185,053 | 185,053 | 48,618 CHF | 50,469 CHF | 100.00% | 100.00% |
15/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 194,788 | 194,788 | 47,131 CHF | 49,078 CHF | 100.00% | 100.00% |
14/11/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 194,755 | 194,755 | 42,966 CHF | 44,914 CHF | 99.36% | 99.36% |
13/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 194,792 | 194,792 | 45,745 CHF | 47,693 CHF | 100.00% | 100.00% |
12/11/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 190,000 | 190,000 | 186,374 | 186,374 | 43,745 CHF | 45,609 CHF | 68.32% | 100.00% |
11/11/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 170,000 | 170,000 | 165,567 | 165,567 | 46,155 CHF | 47,811 CHF | 99.93% | 99.93% |
08/11/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 150,000 | 150,000 | 138,067 | 138,067 | 43,987 CHF | 45,368 CHF | 100.00% | 100.00% |
07/11/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 146,033 | 146,033 | 59,058 CHF | 60,518 CHF | 98.53% | 98.53% |