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 | 2.54% | 0.40 CHF | 0.41 CHF | 87,000 | 87,000 | 86,724 | 86,724 | 34,063 CHF | 34,931 CHF | 100.00% | 100.00% |
19/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 87,600 | 87,600 | 86,248 | 86,248 | 34,859 CHF | 35,723 CHF | 98.97% | 98.97% |
18/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 85,800 | 85,800 | 85,501 | 85,501 | 36,245 CHF | 37,100 CHF | 100.00% | 100.00% |
15/11/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 85,000 | 85,000 | 86,076 | 86,076 | 37,360 CHF | 38,221 CHF | 71.98% | 71.98% |
14/11/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 86,400 | 86,400 | 85,952 | 85,952 | 35,787 CHF | 36,647 CHF | 100.00% | 100.00% |
13/11/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 86,600 | 86,600 | 85,851 | 85,851 | 36,074 CHF | 36,933 CHF | 99.19% | 99.19% |
12/11/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 87,400 | 87,400 | 85,423 | 85,423 | 36,366 CHF | 37,221 CHF | 100.00% | 100.00% |
11/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 84,300 | 84,300 | 83,608 | 83,608 | 38,798 CHF | 39,635 CHF | 100.00% | 100.00% |
08/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 85,100 | 85,100 | 84,102 | 84,102 | 38,501 CHF | 39,343 CHF | 100.00% | 100.00% |
07/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 83,300 | 83,300 | 82,483 | 82,483 | 41,174 CHF | 42,000 CHF | 100.00% | 100.00% |