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 | 3.58% | 0.26 CHF | 0.27 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 11,679 CHF | 12,104 CHF | 100.00% | 100.00% |
19/11/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 11,635 CHF | 12,062 CHF | 100.00% | 100.00% |
18/11/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 13,389 CHF | 13,808 CHF | 100.00% | 100.00% |
15/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 13,840 CHF | 14,253 CHF | 100.00% | 100.00% |
14/11/2024 | 3.32% | 0.31 CHF | 0.32 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 12,538 CHF | 12,959 CHF | 100.00% | 100.00% |
13/11/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 12,831 CHF | 13,251 CHF | 100.00% | 100.00% |
12/11/2024 | 2.91% | 0.32 CHF | 0.33 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 13,997 CHF | 14,411 CHF | 99.85% | 99.85% |
11/11/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 17,961 CHF | 18,361 CHF | 99.65% | 99.65% |
08/11/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 17,462 CHF | 17,862 CHF | 98.71% | 98.71% |
07/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 19,641 CHF | 20,029 CHF | 99.44% | 99.44% |