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 | 2.82% | 0.35 CHF | 0.36 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 146,313 CHF | 150,503 CHF | 100.00% | 100.00% |
19/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 149,758 CHF | 153,948 CHF | 100.00% | 100.00% |
18/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 144,906 CHF | 149,096 CHF | 100.00% | 100.00% |
15/11/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 146,537 CHF | 150,727 CHF | 100.00% | 100.00% |
14/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 419,000 | 419,000 | 423,252 | 423,252 | 158,136 CHF | 162,368 CHF | 99.33% | 99.33% |
13/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 175,958 CHF | 180,378 CHF | 100.00% | 100.00% |
12/11/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 442,000 | 442,000 | 423,457 | 423,457 | 160,562 CHF | 164,797 CHF | 100.00% | 100.00% |
11/11/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 148,750 CHF | 152,940 CHF | 99.93% | 99.93% |
08/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 419,000 | 419,000 | 418,974 | 418,974 | 149,191 CHF | 153,381 CHF | 100.00% | 100.00% |
07/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 396,000 | 396,000 | 399,594 | 399,594 | 134,928 CHF | 138,924 CHF | 100.00% | 100.00% |