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 | 2.25% | 0.44 CHF | 0.45 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 23,169 CHF | 23,695 CHF | 100.00% | 100.00% |
19/11/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 21,406 CHF | 21,942 CHF | 100.00% | 100.00% |
18/11/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 19,331 CHF | 19,866 CHF | 100.00% | 100.00% |
15/11/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 56,000 | 56,000 | 54,119 | 54,119 | 16,514 CHF | 17,055 CHF | 100.00% | 100.00% |
14/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 12,629 CHF | 13,177 CHF | 99.33% | 99.33% |
13/11/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 15,070 CHF | 15,614 CHF | 100.00% | 100.00% |
12/11/2024 | 3.53% | 0.24 CHF | 0.25 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 15,472 CHF | 16,025 CHF | 68.32% | 100.00% |
11/11/2024 | 2.34% | 0.38 CHF | 0.39 CHF | 55,000 | 55,000 | 52,699 | 52,699 | 22,229 CHF | 22,756 CHF | 99.93% | 99.93% |
08/11/2024 | 1.84% | 0.48 CHF | 0.49 CHF | 54,000 | 54,000 | 51,726 | 51,726 | 27,900 CHF | 28,417 CHF | 100.00% | 100.00% |
07/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 51,000 | 51,000 | 49,706 | 49,706 | 38,105 CHF | 38,602 CHF | 98.53% | 98.53% |