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 | 2.89% | 0.35 CHF | 0.36 CHF | 249,000 | 249,000 | 247,601 | 247,601 | 84,439 CHF | 86,915 CHF | 100.00% | 100.00% |
19/11/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 244,000 | 244,000 | 241,402 | 241,402 | 77,001 CHF | 79,415 CHF | 100.00% | 100.00% |
18/11/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 239,000 | 239,000 | 239,000 | 239,000 | 74,690 CHF | 77,080 CHF | 100.00% | 100.00% |
15/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 234,000 | 234,000 | 234,346 | 234,346 | 72,292 CHF | 74,635 CHF | 100.00% | 100.00% |
14/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 234,000 | 234,000 | 237,396 | 237,396 | 73,652 CHF | 76,026 CHF | 99.39% | 99.39% |
13/11/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 239,000 | 239,000 | 236,845 | 236,845 | 74,074 CHF | 76,443 CHF | 100.00% | 100.00% |
12/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 239,000 | 239,000 | 234,798 | 234,798 | 72,015 CHF | 74,363 CHF | 100.00% | 100.00% |
11/11/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 234,000 | 234,000 | 233,995 | 233,995 | 70,120 CHF | 72,460 CHF | 99.93% | 99.93% |
08/11/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 239,000 | 239,000 | 237,799 | 237,799 | 74,732 CHF | 77,110 CHF | 100.00% | 100.00% |
07/11/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 234,000 | 234,000 | 233,991 | 233,991 | 70,891 CHF | 73,231 CHF | 100.00% | 100.00% |