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 | 2.69% | 0.36 CHF | 0.37 CHF | 216,000 | 216,000 | 217,927 | 217,927 | 80,087 CHF | 82,266 CHF | 100.00% | 100.00% |
20/11/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 212,000 | 212,000 | 210,883 | 210,883 | 73,001 CHF | 75,110 CHF | 100.00% | 100.00% |
19/11/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 208,000 | 208,000 | 205,920 | 205,920 | 66,133 CHF | 68,193 CHF | 100.00% | 100.00% |
18/11/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 204,000 | 204,000 | 204,000 | 204,000 | 64,385 CHF | 66,425 CHF | 100.00% | 100.00% |
15/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,275 | 200,275 | 61,765 CHF | 63,768 CHF | 100.00% | 100.00% |
14/11/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 202,717 | 202,717 | 63,043 CHF | 65,071 CHF | 99.39% | 99.39% |
13/11/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 204,000 | 204,000 | 202,277 | 202,277 | 63,617 CHF | 65,640 CHF | 100.00% | 100.00% |
12/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 204,000 | 204,000 | 200,640 | 200,640 | 61,518 CHF | 63,524 CHF | 100.00% | 100.00% |
11/11/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 199,995 | 199,995 | 59,450 CHF | 61,450 CHF | 99.93% | 99.93% |
08/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 204,000 | 204,000 | 203,040 | 203,040 | 64,203 CHF | 66,233 CHF | 100.00% | 100.00% |