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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.88% | 0.95 CHF | 0.96 CHF | 88,000 | 88,000 | 39,305 | 39,305 | 37,627 CHF | 38,223 CHF | 100.00% | 100.00% |
22/11/2024 | 1.91% | 0.93 CHF | 0.94 CHF | 88,000 | 88,000 | 39,220 | 39,220 | 36,795 CHF | 37,390 CHF | 100.00% | 100.00% |
20/11/2024 | 2.19% | 0.76 CHF | 0.77 CHF | 91,000 | 91,000 | 40,575 | 40,575 | 32,481 CHF | 33,095 CHF | 99.90% | 99.90% |
19/11/2024 | 2.37% | 0.75 CHF | 0.76 CHF | 92,000 | 92,000 | 40,988 | 40,988 | 30,624 CHF | 31,245 CHF | 100.00% | 100.00% |
18/11/2024 | 2.37% | 0.77 CHF | 0.78 CHF | 91,000 | 91,000 | 40,847 | 40,847 | 30,689 CHF | 31,308 CHF | 99.90% | 99.90% |
15/11/2024 | 2.21% | 0.74 CHF | 0.75 CHF | 91,000 | 91,000 | 40,558 | 40,558 | 31,900 CHF | 32,514 CHF | 99.90% | 99.90% |
14/11/2024 | 2.06% | 0.83 CHF | 0.84 CHF | 90,000 | 90,000 | 40,338 | 40,338 | 34,277 CHF | 34,889 CHF | 100.00% | 100.00% |
13/11/2024 | 2.05% | 0.86 CHF | 0.87 CHF | 90,000 | 90,000 | 40,405 | 40,405 | 34,841 CHF | 35,454 CHF | 100.00% | 100.00% |
12/11/2024 | 1.98% | 0.89 CHF | 0.90 CHF | 89,000 | 89,000 | 40,195 | 40,195 | 36,097 CHF | 36,708 CHF | 99.85% | 99.85% |
11/11/2024 | 1.91% | 0.90 CHF | 0.91 CHF | 89,000 | 89,000 | 40,172 | 40,172 | 37,275 CHF | 37,885 CHF | 99.60% | 99.60% |