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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.83% | 0.72 CHF | 0.74 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 66,249 CHF | 68,151 CHF | 100.00% | 100.00% |
20/11/2024 | 2.58% | 0.77 CHF | 0.79 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 73,734 CHF | 75,660 CHF | 100.00% | 100.00% |
19/11/2024 | 2.34% | 0.81 CHF | 0.83 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 82,746 CHF | 84,705 CHF | 99.88% | 99.88% |
18/11/2024 | 2.35% | 0.84 CHF | 0.86 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 82,427 CHF | 84,385 CHF | 100.00% | 100.00% |
15/11/2024 | 3.10% | 0.83 CHF | 0.85 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 60,779 CHF | 62,662 CHF | 100.00% | 100.00% |
14/11/2024 | 5.00% | 0.38 CHF | 0.40 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 35,095 CHF | 36,891 CHF | 100.00% | 100.00% |
13/11/2024 | 4.56% | 0.39 CHF | 0.41 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 38,940 CHF | 40,750 CHF | 100.00% | 100.00% |
12/11/2024 | 5.34% | 0.36 CHF | 0.38 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 33,092 CHF | 34,881 CHF | 99.93% | 99.93% |
11/11/2024 | 4.84% | 0.42 CHF | 0.44 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 36,359 CHF | 38,160 CHF | 100.00% | 100.00% |
08/11/2024 | 4.02% | 0.46 CHF | 0.48 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 44,627 CHF | 46,454 CHF | 98.93% | 98.93% |