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 | 2.30% | 0.43 CHF | 0.44 CHF | 185,000 | 185,000 | 180,065 | 180,065 | 77,297 CHF | 79,098 CHF | 100.00% | 100.00% |
19/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 77,091 CHF | 78,890 CHF | 100.00% | 100.00% |
18/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 77,488 CHF | 79,289 CHF | 100.00% | 100.00% |
15/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 185,000 | 185,000 | 179,872 | 179,872 | 78,244 CHF | 80,043 CHF | 100.00% | 100.00% |
14/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 185,000 | 185,000 | 182,211 | 182,211 | 82,802 CHF | 84,624 CHF | 99.33% | 99.33% |
13/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 185,000 | 185,000 | 180,539 | 180,539 | 79,610 CHF | 81,415 CHF | 100.00% | 100.00% |
12/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 78,656 CHF | 80,449 CHF | 98.86% | 100.00% |
11/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 70,092 CHF | 71,817 CHF | 99.93% | 99.93% |
08/11/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 177,000 | 177,000 | 168,894 | 168,894 | 64,000 CHF | 65,689 CHF | 100.00% | 100.00% |
07/11/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 165,000 | 165,000 | 162,853 | 162,853 | 55,149 CHF | 56,778 CHF | 98.41% | 98.41% |