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 | 2.27% | 0.42 CHF | 0.43 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 67,504 CHF | 69,056 CHF | 100.00% | 100.00% |
19/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 156,000 | 156,000 | 155,839 | 155,839 | 65,318 CHF | 66,876 CHF | 100.00% | 100.00% |
18/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 156,000 | 156,000 | 154,832 | 154,832 | 67,342 CHF | 68,890 CHF | 100.00% | 100.00% |
15/11/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 158,000 | 158,000 | 155,657 | 155,657 | 63,714 CHF | 65,270 CHF | 100.00% | 100.00% |
14/11/2024 | 2.81% | 0.40 CHF | 0.41 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 56,048 CHF | 57,637 CHF | 99.33% | 99.33% |
13/11/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 162,000 | 162,000 | 160,421 | 160,421 | 52,162 CHF | 53,767 CHF | 100.00% | 100.00% |
12/11/2024 | 2.40% | 0.37 CHF | 0.38 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 64,246 CHF | 65,805 CHF | 100.00% | 100.00% |
11/11/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 62,009 CHF | 63,575 CHF | 99.93% | 99.93% |
08/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 59,197 CHF | 60,768 CHF | 99.40% | 99.40% |
07/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 74,160 CHF | 75,677 CHF | 100.00% | 100.00% |