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 | 2.02% | 0.51 CHF | 0.52 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 66,842 CHF | 68,204 CHF | 100.00% | 100.00% |
19/11/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 71,254 CHF | 72,641 CHF | 100.00% | 100.00% |
18/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 63,870 CHF | 65,220 CHF | 100.00% | 100.00% |
15/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 61,220 CHF | 62,543 CHF | 100.00% | 100.00% |
14/11/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 69,761 CHF | 71,134 CHF | 100.00% | 100.00% |
13/11/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 68,554 CHF | 69,918 CHF | 100.00% | 100.00% |
12/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 136,000 | 136,000 | 135,440 | 135,440 | 64,736 CHF | 66,090 CHF | 99.86% | 99.86% |
11/11/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 132,000 | 132,000 | 135,305 | 135,305 | 64,418 CHF | 65,771 CHF | 99.70% | 99.70% |
08/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 136,000 | 136,000 | 134,831 | 134,831 | 64,487 CHF | 65,836 CHF | 99.24% | 99.24% |
07/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 66,747 CHF | 68,102 CHF | 100.00% | 100.00% |