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 | 2.16% | 0.45 CHF | 0.46 CHF | 108,000 | 108,000 | 108,964 | 108,964 | 50,034 CHF | 51,124 CHF | 100.00% | 100.00% |
20/11/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 106,000 | 106,000 | 105,442 | 105,442 | 43,652 CHF | 44,707 CHF | 100.00% | 100.00% |
19/11/2024 | 2.69% | 0.39 CHF | 0.40 CHF | 104,000 | 104,000 | 102,961 | 102,961 | 37,843 CHF | 38,872 CHF | 100.00% | 100.00% |
18/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 35,770 CHF | 36,790 CHF | 100.00% | 100.00% |
15/11/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,138 | 100,138 | 33,642 CHF | 34,643 CHF | 100.00% | 100.00% |
14/11/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 101,358 | 101,358 | 34,984 CHF | 35,998 CHF | 99.39% | 99.39% |
13/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 35,063 CHF | 36,074 CHF | 100.00% | 100.00% |
12/11/2024 | 2.96% | 0.35 CHF | 0.36 CHF | 102,000 | 102,000 | 100,320 | 100,320 | 33,447 CHF | 34,450 CHF | 100.00% | 100.00% |
11/11/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 99,998 | 99,998 | 31,241 CHF | 32,241 CHF | 99.93% | 99.93% |
08/11/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 102,000 | 102,000 | 101,520 | 101,520 | 35,447 CHF | 36,462 CHF | 100.00% | 100.00% |