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 | 2.40% | 0.40 CHF | 0.42 CHF | 181,000 | 181,000 | 181,282 | 181,282 | 74,507 CHF | 76,320 CHF | 0.96% | 97.34% |
22/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 185,000 | 185,000 | 180,483 | 180,483 | 77,184 CHF | 78,989 CHF | 100.00% | 100.00% |
20/11/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 185,000 | 185,000 | 180,065 | 180,065 | 75,888 CHF | 77,689 CHF | 100.00% | 100.00% |
19/11/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 76,411 CHF | 78,210 CHF | 100.00% | 100.00% |
18/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 76,625 CHF | 78,425 CHF | 100.00% | 100.00% |
15/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 185,000 | 185,000 | 179,872 | 179,872 | 77,672 CHF | 79,471 CHF | 100.00% | 100.00% |
14/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 185,000 | 185,000 | 182,214 | 182,214 | 82,203 CHF | 84,025 CHF | 99.39% | 99.39% |
13/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 185,000 | 185,000 | 180,539 | 180,539 | 78,930 CHF | 80,736 CHF | 100.00% | 100.00% |
12/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 77,925 CHF | 79,718 CHF | 98.86% | 100.00% |
11/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 69,430 CHF | 71,156 CHF | 99.93% | 99.93% |