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 | 2.67% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 136,193 | 136,193 | 50,295 CHF | 51,657 CHF | 100.00% | 100.00% |
19/11/2024 | 2.86% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 47,848 CHF | 49,235 CHF | 100.00% | 100.00% |
18/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 52,909 CHF | 54,259 CHF | 100.00% | 100.00% |
15/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 53,274 CHF | 54,596 CHF | 100.00% | 100.00% |
14/11/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 49,065 CHF | 50,439 CHF | 100.00% | 100.00% |
13/11/2024 | 2.71% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 49,668 CHF | 51,032 CHF | 100.00% | 100.00% |
12/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 52,419 CHF | 53,773 CHF | 99.85% | 99.85% |
11/11/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 52,894 CHF | 54,247 CHF | 99.64% | 99.64% |
08/11/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 136,000 | 136,000 | 134,834 | 134,834 | 52,834 CHF | 54,183 CHF | 99.44% | 99.44% |
07/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 51,505 CHF | 52,859 CHF | 100.00% | 100.00% |