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 | 2.75% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 48,904 CHF | 50,266 CHF | 100.00% | 100.00% |
19/11/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 46,345 CHF | 47,732 CHF | 100.00% | 100.00% |
18/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 51,536 CHF | 52,886 CHF | 100.00% | 100.00% |
15/11/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 51,942 CHF | 53,265 CHF | 100.00% | 100.00% |
14/11/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 47,633 CHF | 49,006 CHF | 100.00% | 100.00% |
13/11/2024 | 2.79% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 48,226 CHF | 49,590 CHF | 100.00% | 100.00% |
12/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 51,042 CHF | 52,396 CHF | 99.87% | 99.87% |
11/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 51,500 CHF | 52,854 CHF | 99.72% | 99.72% |
08/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 134,840 | 134,840 | 51,454 CHF | 52,802 CHF | 100.00% | 100.00% |
07/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 50,112 CHF | 51,466 CHF | 100.00% | 100.00% |