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 | 3.73% | 0.27 CHF | 0.28 CHF | 41,000 | 41,000 | 265,541 | 265,541 | 69,774 CHF | 72,430 CHF | 98.90% | 98.90% |
19/11/2024 | 4.76% | 0.24 CHF | 0.25 CHF | 42,000 | 42,000 | 274,955 | 274,955 | 56,505 CHF | 59,255 CHF | 98.74% | 98.74% |
18/11/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 43,000 | 43,000 | 272,800 | 272,800 | 55,764 CHF | 58,499 CHF | 98.94% | 98.94% |
15/11/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 42,000 | 42,000 | 267,040 | 267,040 | 64,855 CHF | 67,532 CHF | 98.94% | 98.94% |
14/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 40,000 | 40,000 | 258,126 | 258,126 | 81,945 CHF | 84,526 CHF | 98.85% | 98.85% |
13/11/2024 | 3.21% | 0.33 CHF | 0.34 CHF | 40,000 | 40,000 | 258,109 | 258,109 | 79,095 CHF | 81,676 CHF | 98.87% | 98.87% |
12/11/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 40,000 | 40,000 | 258,280 | 258,280 | 80,180 CHF | 82,762 CHF | 98.76% | 98.76% |
11/11/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 39,000 | 39,000 | 253,106 | 253,106 | 87,233 CHF | 89,764 CHF | 98.90% | 98.90% |
08/11/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 40,000 | 40,000 | 260,617 | 260,617 | 76,643 CHF | 79,249 CHF | 97.82% | 97.82% |
07/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 41,000 | 41,000 | 261,881 | 261,881 | 72,262 CHF | 74,881 CHF | 98.90% | 98.90% |