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 | 5.86% | 0.18 CHF | 0.19 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 19,894 CHF | 21,094 CHF | 99.48% | 99.48% |
19/11/2024 | 7.36% | 0.14 CHF | 0.14 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 15,955 CHF | 17,155 CHF | 100.00% | 100.00% |
18/11/2024 | 6.33% | 0.17 CHF | 0.18 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 18,439 CHF | 19,639 CHF | 99.89% | 99.89% |
15/11/2024 | 6.63% | 0.14 CHF | 0.16 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 17,519 CHF | 18,719 CHF | 100.00% | 100.00% |
14/11/2024 | 7.40% | 0.15 CHF | 0.16 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 15,758 CHF | 16,958 CHF | 98.51% | 98.51% |
13/11/2024 | 7.14% | 0.11 CHF | 0.12 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 16,517 CHF | 17,717 CHF | 100.00% | 100.00% |
12/11/2024 | 5.43% | 0.16 CHF | 0.17 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 21,537 CHF | 22,737 CHF | 99.88% | 99.88% |
11/11/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 23,697 CHF | 24,897 CHF | 100.00% | 100.00% |
08/11/2024 | 5.06% | 0.18 CHF | 0.19 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 23,150 CHF | 24,350 CHF | 99.04% | 99.04% |