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 | 2.68% | 0.38 CHF | 0.38 CHF | 91,000 | 91,000 | 91,135 | 91,135 | 33,544 CHF | 34,456 CHF | 0.96% | 97.34% |
22/11/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 93,000 | 93,000 | 90,728 | 90,728 | 29,768 CHF | 30,675 CHF | 100.00% | 100.00% |
20/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 93,000 | 93,000 | 90,519 | 90,519 | 31,010 CHF | 31,915 CHF | 100.00% | 100.00% |
19/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 93,000 | 93,000 | 90,418 | 90,418 | 30,336 CHF | 31,240 CHF | 100.00% | 100.00% |
18/11/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 93,000 | 93,000 | 90,530 | 90,530 | 30,575 CHF | 31,480 CHF | 100.00% | 100.00% |
15/11/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 30,037 CHF | 30,941 CHF | 100.00% | 100.00% |
14/11/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 93,000 | 93,000 | 91,594 | 91,594 | 27,057 CHF | 27,973 CHF | 99.39% | 99.39% |
13/11/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 93,000 | 93,000 | 90,757 | 90,757 | 29,279 CHF | 30,187 CHF | 100.00% | 100.00% |
12/11/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 93,000 | 93,000 | 90,141 | 90,141 | 30,005 CHF | 30,906 CHF | 98.86% | 100.00% |
11/11/2024 | 2.44% | 0.38 CHF | 0.39 CHF | 91,000 | 91,000 | 86,765 | 86,765 | 35,135 CHF | 36,003 CHF | 99.93% | 99.93% |