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 | 2.41% | 0.39 CHF | 0.40 CHF | 196,000 | 196,000 | 193,124 | 193,124 | 79,296 CHF | 81,227 CHF | 100.00% | 100.00% |
19/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 78,067 CHF | 80,005 CHF | 100.00% | 100.00% |
18/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 86,712 CHF | 88,622 CHF | 100.00% | 100.00% |
15/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 94,552 CHF | 96,432 CHF | 100.00% | 100.00% |
14/11/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 87,385 CHF | 89,286 CHF | 100.00% | 100.00% |
13/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 84,332 CHF | 86,251 CHF | 100.00% | 100.00% |
12/11/2024 | 2.13% | 0.43 CHF | 0.44 CHF | 192,000 | 192,000 | 189,076 | 189,076 | 87,903 CHF | 89,794 CHF | 100.00% | 100.00% |
11/11/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 104,175 CHF | 105,998 CHF | 100.00% | 100.00% |
08/11/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 183,000 | 183,000 | 181,976 | 181,976 | 105,608 CHF | 107,428 CHF | 99.19% | 99.19% |
07/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 175,000 | 175,000 | 173,176 | 173,176 | 125,139 CHF | 126,871 CHF | 100.00% | 100.00% |