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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 35,111 CHF | 36,311 CHF | 38.63% | 100.00% |
27/11/2024 | - | 0.30 CHF | - CHF | 120,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26/11/2024 | - | 0.31 CHF | - CHF | 120,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 120,000 | 110,000 | 117,036 | 117,036 | 41,686 CHF | 42,857 CHF | 10.60% | 100.00% |
22/11/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 116,875 | 116,875 | 37,752 CHF | 38,920 CHF | 100.00% | 100.00% |
20/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 37,191 CHF | 38,360 CHF | 100.00% | 100.00% |
19/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 116,871 | 116,871 | 35,136 CHF | 36,305 CHF | 100.00% | 100.00% |
18/11/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 126,615 | 126,615 | 35,591 CHF | 36,857 CHF | 100.00% | 100.00% |
15/11/2024 | 3.85% | 0.26 CHF | 0.27 CHF | 130,000 | 130,000 | 126,612 | 126,612 | 32,363 CHF | 33,630 CHF | 100.00% | 100.00% |
14/11/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 130,000 | 130,000 | 126,591 | 126,591 | 28,273 CHF | 29,539 CHF | 99.36% | 99.36% |