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 | 4.06% | 0.23 CHF | 0.24 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 10,261 CHF | 10,686 CHF | 100.00% | 100.00% |
19/11/2024 | 4.10% | 0.26 CHF | 0.27 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 10,231 CHF | 10,659 CHF | 100.00% | 100.00% |
18/11/2024 | 3.43% | 0.29 CHF | 0.30 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 12,022 CHF | 12,441 CHF | 100.00% | 100.00% |
15/11/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 12,452 CHF | 12,865 CHF | 100.00% | 100.00% |
14/11/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 11,106 CHF | 11,527 CHF | 100.00% | 100.00% |
13/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 11,392 CHF | 11,812 CHF | 100.00% | 100.00% |
12/11/2024 | 3.22% | 0.29 CHF | 0.30 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 12,633 CHF | 13,046 CHF | 99.85% | 99.85% |
11/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 16,605 CHF | 17,005 CHF | 99.69% | 99.69% |
08/11/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 16,092 CHF | 16,492 CHF | 100.00% | 100.00% |
07/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 18,313 CHF | 18,701 CHF | 99.44% | 99.44% |