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 | 1.99% | 0.51 CHF | 0.51 CHF | 91,000 | 91,000 | 91,135 | 91,135 | 45,392 CHF | 46,303 CHF | 0.96% | 97.34% |
22/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 93,000 | 93,000 | 90,728 | 90,728 | 41,740 CHF | 42,647 CHF | 100.00% | 100.00% |
20/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 93,000 | 93,000 | 90,519 | 90,519 | 43,112 CHF | 44,018 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 93,000 | 93,000 | 90,418 | 90,418 | 42,340 CHF | 43,245 CHF | 100.00% | 100.00% |
18/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 93,000 | 93,000 | 90,530 | 90,530 | 42,598 CHF | 43,503 CHF | 100.00% | 100.00% |
15/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 42,156 CHF | 43,061 CHF | 100.00% | 100.00% |
14/11/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 93,000 | 93,000 | 91,594 | 91,594 | 39,336 CHF | 40,252 CHF | 99.39% | 99.39% |
13/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 93,000 | 93,000 | 90,757 | 90,757 | 41,315 CHF | 42,223 CHF | 100.00% | 100.00% |
12/11/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 93,000 | 93,000 | 90,141 | 90,141 | 42,091 CHF | 42,992 CHF | 98.86% | 100.00% |
11/11/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 91,000 | 91,000 | 86,765 | 86,765 | 46,731 CHF | 47,599 CHF | 99.93% | 99.93% |