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 | 2.49% | 0.41 CHF | 0.42 CHF | 41,000 | 41,000 | 265,541 | 265,541 | 105,119 CHF | 107,774 CHF | 98.90% | 98.90% |
19/11/2024 | 2.90% | 0.38 CHF | 0.39 CHF | 42,000 | 42,000 | 274,957 | 274,957 | 93,364 CHF | 96,114 CHF | 98.73% | 98.73% |
18/11/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 43,000 | 43,000 | 272,800 | 272,800 | 92,461 CHF | 95,189 CHF | 98.94% | 98.94% |
15/11/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 42,000 | 42,000 | 267,038 | 267,038 | 101,114 CHF | 103,784 CHF | 98.94% | 98.94% |
14/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 40,000 | 40,000 | 258,126 | 258,126 | 116,904 CHF | 119,486 CHF | 98.85% | 98.85% |
13/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 40,000 | 40,000 | 258,109 | 258,109 | 114,038 CHF | 116,619 CHF | 98.87% | 98.87% |
12/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 40,000 | 40,000 | 258,281 | 258,281 | 115,024 CHF | 117,606 CHF | 98.75% | 98.75% |
11/11/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 39,000 | 39,000 | 253,106 | 253,106 | 121,109 CHF | 123,640 CHF | 98.90% | 98.90% |
08/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 40,000 | 40,000 | 260,617 | 260,617 | 111,976 CHF | 114,582 CHF | 97.78% | 97.78% |
07/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 41,000 | 41,000 | 261,879 | 261,879 | 107,697 CHF | 110,316 CHF | 98.90% | 98.90% |