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 | 2.61% | 0.36 CHF | 0.37 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 16,067 CHF | 16,492 CHF | 100.00% | 100.00% |
19/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 16,031 CHF | 16,459 CHF | 100.00% | 100.00% |
18/11/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 17,730 CHF | 18,149 CHF | 100.00% | 100.00% |
15/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 18,068 CHF | 18,481 CHF | 100.00% | 100.00% |
14/11/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 16,847 CHF | 17,268 CHF | 100.00% | 100.00% |
13/11/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 17,111 CHF | 17,531 CHF | 100.00% | 100.00% |
12/11/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 18,244 CHF | 18,657 CHF | 99.85% | 99.85% |
11/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 21,975 CHF | 22,375 CHF | 99.69% | 99.69% |
08/11/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 21,518 CHF | 21,918 CHF | 98.81% | 98.81% |
07/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 23,535 CHF | 23,923 CHF | 99.44% | 99.44% |