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 | 3.11% | 0.33 CHF | 0.34 CHF | 41,000 | 41,000 | 265,541 | 265,541 | 84,016 CHF | 86,671 CHF | 98.90% | 98.90% |
19/11/2024 | 3.77% | 0.30 CHF | 0.31 CHF | 42,000 | 42,000 | 274,959 | 274,959 | 71,533 CHF | 74,283 CHF | 98.74% | 98.74% |
18/11/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 43,000 | 43,000 | 272,799 | 272,799 | 70,728 CHF | 73,456 CHF | 98.94% | 98.94% |
15/11/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 42,000 | 42,000 | 267,039 | 267,039 | 79,813 CHF | 82,483 CHF | 98.94% | 98.94% |
14/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 40,000 | 40,000 | 258,126 | 258,126 | 96,383 CHF | 98,964 CHF | 98.85% | 98.85% |
13/11/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 40,000 | 40,000 | 258,109 | 258,109 | 93,465 CHF | 96,047 CHF | 98.87% | 98.87% |
12/11/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 40,000 | 40,000 | 258,278 | 258,278 | 94,650 CHF | 97,233 CHF | 98.75% | 98.75% |
11/11/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 39,000 | 39,000 | 253,105 | 253,105 | 100,897 CHF | 103,428 CHF | 98.90% | 98.90% |
08/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 40,000 | 40,000 | 260,617 | 260,617 | 91,170 CHF | 93,776 CHF | 97.82% | 97.82% |
07/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 41,000 | 41,000 | 261,875 | 261,875 | 86,727 CHF | 89,346 CHF | 98.90% | 98.90% |