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 | 3.37% | 0.30 CHF | 0.31 CHF | 41,000 | 41,000 | 265,541 | 265,541 | 77,315 CHF | 79,971 CHF | 98.90% | 98.90% |
19/11/2024 | 4.19% | 0.27 CHF | 0.28 CHF | 42,000 | 42,000 | 274,955 | 274,955 | 64,191 CHF | 66,941 CHF | 98.74% | 98.74% |
18/11/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 43,000 | 43,000 | 272,800 | 272,800 | 63,400 CHF | 66,134 CHF | 98.94% | 98.94% |
15/11/2024 | 3.64% | 0.25 CHF | 0.26 CHF | 42,000 | 42,000 | 267,040 | 267,040 | 72,404 CHF | 75,075 CHF | 98.94% | 98.94% |
14/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 40,000 | 40,000 | 258,126 | 258,126 | 89,407 CHF | 91,988 CHF | 98.85% | 98.85% |
13/11/2024 | 2.94% | 0.36 CHF | 0.37 CHF | 40,000 | 40,000 | 258,109 | 258,109 | 86,444 CHF | 89,025 CHF | 98.87% | 98.87% |
12/11/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 40,000 | 40,000 | 258,280 | 258,280 | 87,633 CHF | 90,216 CHF | 98.76% | 98.76% |
11/11/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 39,000 | 39,000 | 253,106 | 253,106 | 94,450 CHF | 96,981 CHF | 98.90% | 98.90% |
08/11/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 40,000 | 40,000 | 260,614 | 260,614 | 84,114 CHF | 86,720 CHF | 97.79% | 97.79% |
07/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 41,000 | 41,000 | 261,881 | 261,881 | 79,804 CHF | 82,423 CHF | 98.90% | 98.90% |