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 | 2.87% | 0.35 CHF | 0.36 CHF | 41,000 | 41,000 | 265,541 | 265,541 | 91,280 CHF | 93,936 CHF | 98.90% | 98.90% |
19/11/2024 | 3.43% | 0.32 CHF | 0.33 CHF | 42,000 | 42,000 | 274,955 | 274,955 | 78,719 CHF | 81,468 CHF | 98.71% | 98.71% |
18/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 43,000 | 43,000 | 272,801 | 272,801 | 77,885 CHF | 80,613 CHF | 98.94% | 98.94% |
15/11/2024 | 3.05% | 0.30 CHF | 0.31 CHF | 42,000 | 42,000 | 267,038 | 267,038 | 86,682 CHF | 89,352 CHF | 98.94% | 98.94% |
14/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 40,000 | 40,000 | 258,126 | 258,126 | 102,853 CHF | 105,435 CHF | 98.85% | 98.85% |
13/11/2024 | 2.54% | 0.41 CHF | 0.42 CHF | 40,000 | 40,000 | 258,109 | 258,109 | 100,059 CHF | 102,640 CHF | 98.87% | 98.87% |
12/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 40,000 | 40,000 | 258,280 | 258,280 | 101,013 CHF | 103,595 CHF | 98.74% | 98.74% |
11/11/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 39,000 | 39,000 | 253,106 | 253,106 | 107,874 CHF | 110,405 CHF | 98.90% | 98.90% |
08/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 40,000 | 40,000 | 260,616 | 260,616 | 97,956 CHF | 100,562 CHF | 97.77% | 97.77% |
07/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 41,000 | 41,000 | 261,878 | 261,878 | 93,740 CHF | 96,359 CHF | 98.90% | 98.90% |