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 | 2.73% | 0.38 CHF | 0.39 CHF | 220,000 | 220,000 | 100,301 | 100,301 | 37,329 CHF | 38,334 CHF | 98.37% | 98.37% |
19/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 230,000 | 230,000 | 101,113 | 101,113 | 35,934 CHF | 36,950 CHF | 98.13% | 98.13% |
18/11/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 220,000 | 220,000 | 100,145 | 100,145 | 41,203 CHF | 42,207 CHF | 99.07% | 99.07% |
15/11/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 220,000 | 220,000 | 99,366 | 99,366 | 39,333 CHF | 40,329 CHF | 98.58% | 98.58% |
14/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 210,000 | 210,000 | 97,626 | 97,626 | 42,653 CHF | 43,632 CHF | 97.45% | 97.45% |
13/11/2024 | 2.46% | 0.44 CHF | 0.45 CHF | 210,000 | 210,000 | 97,007 | 97,007 | 40,643 CHF | 41,618 CHF | 98.94% | 98.94% |
12/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 220,000 | 220,000 | 99,522 | 99,522 | 41,591 CHF | 42,591 CHF | 96.64% | 96.64% |
11/11/2024 | 2.79% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 99,272 | 99,272 | 37,857 CHF | 38,857 CHF | 99.05% | 99.05% |
08/11/2024 | 3.34% | 0.33 CHF | 0.34 CHF | 230,000 | 230,000 | 105,881 | 105,881 | 32,932 CHF | 33,996 CHF | 96.60% | 96.60% |
07/11/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 240,000 | 240,000 | 106,150 | 106,150 | 33,499 CHF | 34,565 CHF | 98.93% | 98.93% |