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 | 4.30% | 0.24 CHF | 0.24 CHF | 91,000 | 91,000 | 91,137 | 91,137 | 20,760 CHF | 21,672 CHF | 0.96% | 97.34% |
22/11/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 93,000 | 93,000 | 90,728 | 90,728 | 17,185 CHF | 18,092 CHF | 100.00% | 100.00% |
20/11/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 93,000 | 93,000 | 90,518 | 90,518 | 18,437 CHF | 19,342 CHF | 100.00% | 100.00% |
19/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 93,000 | 93,000 | 90,417 | 90,417 | 17,754 CHF | 18,658 CHF | 100.00% | 100.00% |
18/11/2024 | 4.92% | 0.21 CHF | 0.22 CHF | 93,000 | 93,000 | 90,531 | 90,531 | 17,977 CHF | 18,882 CHF | 100.00% | 100.00% |
15/11/2024 | 5.10% | 0.20 CHF | 0.21 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 17,390 CHF | 18,295 CHF | 100.00% | 100.00% |
14/11/2024 | 6.28% | 0.17 CHF | 0.18 CHF | 93,000 | 93,000 | 91,592 | 91,592 | 14,226 CHF | 15,142 CHF | 99.39% | 99.39% |
13/11/2024 | 5.36% | 0.17 CHF | 0.18 CHF | 93,000 | 93,000 | 90,757 | 90,757 | 16,529 CHF | 17,436 CHF | 100.00% | 100.00% |
12/11/2024 | 5.07% | 0.17 CHF | 0.18 CHF | 93,000 | 93,000 | 90,141 | 90,141 | 17,334 CHF | 18,236 CHF | 98.86% | 100.00% |
11/11/2024 | 3.72% | 0.24 CHF | 0.25 CHF | 91,000 | 91,000 | 86,765 | 86,765 | 22,908 CHF | 23,776 CHF | 99.93% | 99.93% |