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 | 1.97% | 0.52 CHF | 0.53 CHF | 110,000 | 110,000 | 109,125 | 109,125 | 54,807 CHF | 55,898 CHF | 99.49% | 99.49% |
19/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 108,000 | 108,000 | 108,645 | 108,645 | 53,014 CHF | 54,100 CHF | 100.00% | 100.00% |
18/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 46,562 CHF | 47,622 CHF | 99.88% | 99.88% |
15/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 106,000 | 106,000 | 106,162 | 106,162 | 47,839 CHF | 48,901 CHF | 100.00% | 100.00% |
14/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 108,000 | 108,000 | 107,944 | 107,944 | 51,624 CHF | 52,703 CHF | 98.65% | 98.65% |
13/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 108,000 | 108,000 | 108,219 | 108,219 | 52,465 CHF | 53,547 CHF | 100.00% | 100.00% |
12/11/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 108,000 | 108,000 | 106,996 | 106,996 | 49,115 CHF | 50,185 CHF | 99.88% | 99.88% |
11/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 45,707 CHF | 46,767 CHF | 100.00% | 100.00% |
08/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 108,000 | 108,000 | 107,925 | 107,925 | 51,774 CHF | 52,854 CHF | 99.04% | 99.04% |
07/11/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 108,000 | 108,000 | 105,748 | 105,748 | 47,939 CHF | 48,996 CHF | 100.00% | 100.00% |