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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.10% | 0.46 CHF | 0.48 CHF | 181,000 | 181,000 | 181,274 | 181,274 | 85,367 CHF | 87,179 CHF | 0.96% | 97.34% |
22/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 185,000 | 185,000 | 180,483 | 180,483 | 87,549 CHF | 89,353 CHF | 100.00% | 100.00% |
20/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 185,000 | 185,000 | 180,063 | 180,063 | 86,445 CHF | 88,246 CHF | 100.00% | 100.00% |
19/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 86,790 CHF | 88,589 CHF | 100.00% | 100.00% |
18/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 87,042 CHF | 88,843 CHF | 100.00% | 100.00% |
15/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 185,000 | 185,000 | 179,872 | 179,872 | 88,212 CHF | 90,011 CHF | 100.00% | 100.00% |
14/11/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 185,000 | 185,000 | 182,211 | 182,211 | 92,728 CHF | 94,550 CHF | 99.39% | 99.39% |
13/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 185,000 | 185,000 | 180,538 | 180,538 | 89,483 CHF | 91,288 CHF | 100.00% | 100.00% |
12/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 88,441 CHF | 90,235 CHF | 98.86% | 100.00% |
11/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 79,462 CHF | 81,188 CHF | 99.93% | 99.93% |