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 | 2.66% | 0.38 CHF | 0.39 CHF | 41,000 | 41,000 | 265,541 | 265,541 | 98,316 CHF | 100,972 CHF | 98.90% | 98.90% |
19/11/2024 | 3.15% | 0.35 CHF | 0.36 CHF | 42,000 | 42,000 | 274,959 | 274,959 | 85,824 CHF | 88,573 CHF | 98.75% | 98.75% |
18/11/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 43,000 | 43,000 | 272,799 | 272,799 | 85,034 CHF | 87,762 CHF | 98.94% | 98.94% |
15/11/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 42,000 | 42,000 | 267,040 | 267,040 | 93,699 CHF | 96,369 CHF | 98.94% | 98.94% |
14/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 40,000 | 40,000 | 258,126 | 258,126 | 109,978 CHF | 112,559 CHF | 98.85% | 98.85% |
13/11/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 40,000 | 40,000 | 258,109 | 258,109 | 106,993 CHF | 109,574 CHF | 98.87% | 98.87% |
12/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 40,000 | 40,000 | 258,282 | 258,282 | 108,198 CHF | 110,781 CHF | 98.78% | 98.78% |
11/11/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 39,000 | 39,000 | 253,105 | 253,105 | 114,503 CHF | 117,034 CHF | 98.90% | 98.90% |
08/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 40,000 | 40,000 | 260,616 | 260,616 | 104,869 CHF | 107,475 CHF | 97.83% | 97.83% |
07/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 41,000 | 41,000 | 261,879 | 261,879 | 100,725 CHF | 103,344 CHF | 98.90% | 98.90% |