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 | 2.67% | 0.37 CHF | 0.38 CHF | 185,000 | 185,000 | 180,065 | 180,065 | 66,624 CHF | 68,425 CHF | 100.00% | 100.00% |
19/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 66,638 CHF | 68,437 CHF | 100.00% | 100.00% |
18/11/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 67,002 CHF | 68,803 CHF | 100.00% | 100.00% |
15/11/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 185,000 | 185,000 | 179,871 | 179,871 | 67,944 CHF | 69,743 CHF | 100.00% | 100.00% |
14/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 185,000 | 185,000 | 182,207 | 182,207 | 72,159 CHF | 73,981 CHF | 99.33% | 99.33% |
13/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 185,000 | 185,000 | 180,538 | 180,538 | 69,162 CHF | 70,968 CHF | 100.00% | 100.00% |
12/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 185,000 | 185,000 | 179,308 | 179,308 | 68,230 CHF | 70,023 CHF | 98.86% | 100.00% |
11/11/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 59,953 CHF | 61,678 CHF | 99.93% | 99.93% |
08/11/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 177,000 | 177,000 | 168,896 | 168,896 | 54,191 CHF | 55,880 CHF | 100.00% | 100.00% |
07/11/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 165,000 | 165,000 | 162,854 | 162,854 | 45,779 CHF | 47,407 CHF | 98.41% | 98.41% |