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 | 3.43% | 0.40 CHF | 0.42 CHF | 90,000 | 90,000 | 89,800 | 89,800 | 38,917 CHF | 40,267 CHF | 100.00% | 100.00% |
19/11/2024 | 3.58% | 0.41 CHF | 0.43 CHF | 90,000 | 90,000 | 89,807 | 89,807 | 37,193 CHF | 38,543 CHF | 99.70% | 99.70% |
18/11/2024 | 3.36% | 0.45 CHF | 0.46 CHF | 90,000 | 90,000 | 89,903 | 89,903 | 39,609 CHF | 40,959 CHF | 99.92% | 99.92% |
15/11/2024 | 3.77% | 0.47 CHF | 0.48 CHF | 90,000 | 90,000 | 89,825 | 89,825 | 43,607 CHF | 45,281 CHF | 99.31% | 99.31% |
14/11/2024 | 3.47% | 0.49 CHF | 0.51 CHF | 90,000 | 90,000 | 89,847 | 89,847 | 41,862 CHF | 43,343 CHF | 100.00% | 100.00% |
13/11/2024 | 3.50% | 0.42 CHF | 0.43 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 37,977 CHF | 39,327 CHF | 99.96% | 99.96% |
12/11/2024 | 3.86% | 0.45 CHF | 0.47 CHF | 90,000 | 90,000 | 89,491 | 89,491 | 44,145 CHF | 45,875 CHF | 99.85% | 99.85% |
11/11/2024 | 3.76% | 0.48 CHF | 0.49 CHF | 90,000 | 90,000 | 89,726 | 89,726 | 44,206 CHF | 45,898 CHF | 100.00% | 100.00% |
08/11/2024 | 3.35% | 0.44 CHF | 0.46 CHF | 90,000 | 90,000 | 89,997 | 89,997 | 39,653 CHF | 41,003 CHF | 98.58% | 98.58% |
07/11/2024 | 3.18% | 0.47 CHF | 0.49 CHF | 90,000 | 90,000 | 89,996 | 89,996 | 41,935 CHF | 43,290 CHF | 99.82% | 99.82% |