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 | 3.79% | 0.29 CHF | 0.30 CHF | 182,000 | 182,000 | 80,640 | 80,640 | 21,738 CHF | 22,546 CHF | 99.90% | 99.90% |
19/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 184,000 | 184,000 | 81,843 | 81,843 | 24,058 CHF | 24,878 CHF | 100.00% | 100.00% |
18/11/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 182,000 | 182,000 | 81,457 | 81,457 | 24,172 CHF | 24,988 CHF | 99.90% | 99.90% |
15/11/2024 | 3.65% | 0.31 CHF | 0.32 CHF | 182,000 | 182,000 | 80,591 | 80,591 | 22,781 CHF | 23,588 CHF | 99.90% | 99.90% |
14/11/2024 | 4.08% | 0.26 CHF | 0.27 CHF | 180,000 | 180,000 | 80,146 | 80,146 | 20,157 CHF | 20,960 CHF | 100.00% | 100.00% |
13/11/2024 | 5.58% | 0.25 CHF | 0.26 CHF | 180,000 | 180,000 | 80,285 | 80,285 | 19,482 CHF | 20,460 CHF | 100.00% | 100.00% |
12/11/2024 | 6.08% | 0.23 CHF | 0.24 CHF | 178,000 | 178,000 | 79,875 | 79,875 | 17,981 CHF | 18,986 CHF | 99.87% | 99.87% |
11/11/2024 | 6.60% | 0.22 CHF | 0.23 CHF | 178,000 | 178,000 | 79,817 | 79,817 | 16,755 CHF | 17,759 CHF | 99.62% | 99.62% |
08/11/2024 | 6.54% | 0.21 CHF | 0.22 CHF | 178,000 | 178,000 | 79,958 | 79,958 | 16,514 CHF | 17,520 CHF | 100.00% | 100.00% |
07/11/2024 | 6.61% | 0.21 CHF | 0.22 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 16,478 CHF | 17,485 CHF | 99.89% | 99.89% |