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 | 2.31% | 0.44 CHF | 0.44 CHF | 91,000 | 91,000 | 91,134 | 91,134 | 39,012 CHF | 39,923 CHF | 0.96% | 97.34% |
22/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 93,000 | 93,000 | 90,728 | 90,728 | 35,208 CHF | 36,115 CHF | 100.00% | 100.00% |
20/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 93,000 | 93,000 | 90,518 | 90,518 | 36,413 CHF | 37,318 CHF | 100.00% | 100.00% |
19/11/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 93,000 | 93,000 | 90,418 | 90,418 | 35,681 CHF | 36,585 CHF | 100.00% | 100.00% |
18/11/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 93,000 | 93,000 | 90,530 | 90,530 | 35,959 CHF | 36,865 CHF | 100.00% | 100.00% |
15/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 35,423 CHF | 36,328 CHF | 100.00% | 100.00% |
14/11/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 93,000 | 93,000 | 91,591 | 91,591 | 32,523 CHF | 33,439 CHF | 99.33% | 99.33% |
13/11/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 93,000 | 93,000 | 90,756 | 90,756 | 34,690 CHF | 35,598 CHF | 100.00% | 100.00% |
12/11/2024 | 2.51% | 0.37 CHF | 0.38 CHF | 93,000 | 93,000 | 90,140 | 90,140 | 35,407 CHF | 36,308 CHF | 98.86% | 100.00% |
11/11/2024 | 2.13% | 0.44 CHF | 0.45 CHF | 91,000 | 91,000 | 86,766 | 86,766 | 40,328 CHF | 41,196 CHF | 99.93% | 99.93% |