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 | 2.83% | 0.32 CHF | 0.33 CHF | 290,000 | 290,000 | 162,733 | 162,733 | 56,659 CHF | 58,290 CHF | 99.90% | 99.90% |
19/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 290,000 | 290,000 | 162,008 | 162,008 | 52,251 CHF | 53,874 CHF | 100.00% | 100.00% |
18/11/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 163,312 | 163,312 | 56,214 CHF | 57,850 CHF | 98.49% | 98.49% |
15/11/2024 | 2.52% | 0.35 CHF | 0.36 CHF | 280,000 | 280,000 | 155,027 | 155,027 | 60,617 CHF | 62,169 CHF | 95.73% | 95.73% |
14/11/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 270,000 | 270,000 | 150,682 | 150,682 | 63,667 CHF | 65,180 CHF | 99.92% | 99.92% |
13/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 290,000 | 290,000 | 160,952 | 160,952 | 61,938 CHF | 63,554 CHF | 100.00% | 100.00% |
12/11/2024 | 2.84% | 0.38 CHF | 0.39 CHF | 290,000 | 290,000 | 160,942 | 160,942 | 58,103 CHF | 59,720 CHF | 100.00% | 100.00% |
11/11/2024 | 2.59% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 160,945 | 160,945 | 63,145 CHF | 64,761 CHF | 100.00% | 100.00% |
08/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 159,919 | 159,919 | 65,986 CHF | 67,592 CHF | 98.02% | 98.02% |
07/11/2024 | 2.61% | 0.42 CHF | 0.43 CHF | 290,000 | 290,000 | 159,782 | 159,782 | 62,410 CHF | 64,013 CHF | 98.27% | 98.27% |