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 | 2.55% | 0.37 CHF | 0.38 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 16,476 CHF | 16,900 CHF | 100.00% | 100.00% |
19/11/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 16,455 CHF | 16,883 CHF | 100.00% | 100.00% |
18/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 18,154 CHF | 18,573 CHF | 100.00% | 100.00% |
15/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 18,490 CHF | 18,903 CHF | 100.00% | 100.00% |
14/11/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 17,261 CHF | 17,683 CHF | 100.00% | 100.00% |
13/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 17,532 CHF | 17,952 CHF | 100.00% | 100.00% |
12/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 18,671 CHF | 19,084 CHF | 99.87% | 99.87% |
11/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 22,462 CHF | 22,862 CHF | 99.71% | 99.71% |
08/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 21,943 CHF | 22,343 CHF | 100.00% | 100.00% |
07/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 23,977 CHF | 24,366 CHF | 99.44% | 99.44% |