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 | 2.37% | 0.44 CHF | 0.45 CHF | 76,000 | 76,000 | 74,443 | 74,443 | 31,092 CHF | 31,836 CHF | 99.44% | 99.44% |
19/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 76,000 | 76,000 | 76,392 | 76,392 | 37,910 CHF | 38,673 CHF | 100.00% | 100.00% |
18/11/2024 | 2.42% | 0.44 CHF | 0.45 CHF | 76,000 | 76,000 | 74,298 | 74,298 | 30,455 CHF | 31,198 CHF | 99.88% | 99.88% |
15/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 29,521 CHF | 30,261 CHF | 100.00% | 100.00% |
14/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 29,916 CHF | 30,656 CHF | 98.61% | 98.61% |
13/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 31,136 CHF | 31,876 CHF | 100.00% | 100.00% |
12/11/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 74,000 | 74,000 | 73,957 | 73,957 | 28,179 CHF | 28,919 CHF | 99.88% | 99.88% |
11/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 23,314 CHF | 24,034 CHF | 100.00% | 100.00% |
08/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 24,281 CHF | 25,001 CHF | 98.30% | 98.30% |
07/11/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 72,000 | 72,000 | 71,984 | 71,984 | 21,618 CHF | 22,338 CHF | 100.00% | 100.00% |