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 | 2.56% | 0.38 CHF | 0.39 CHF | 166,000 | 166,000 | 164,553 | 164,553 | 63,596 CHF | 65,241 CHF | 100.00% | 100.00% |
19/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 164,000 | 164,000 | 165,537 | 165,537 | 62,238 CHF | 63,894 CHF | 99.91% | 99.91% |
18/11/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 164,000 | 164,000 | 164,764 | 164,764 | 63,459 CHF | 65,106 CHF | 100.00% | 100.00% |
15/11/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 164,000 | 164,000 | 163,985 | 163,985 | 69,670 CHF | 71,309 CHF | 100.00% | 100.00% |
14/11/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 162,000 | 162,000 | 162,417 | 162,417 | 73,883 CHF | 75,507 CHF | 100.00% | 100.00% |
13/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 164,000 | 164,000 | 163,695 | 163,695 | 70,824 CHF | 72,461 CHF | 100.00% | 100.00% |
12/11/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 76,679 CHF | 78,299 CHF | 99.93% | 99.93% |
11/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 162,000 | 162,000 | 160,732 | 160,732 | 81,175 CHF | 82,782 CHF | 100.00% | 100.00% |
08/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 162,000 | 162,000 | 161,154 | 161,154 | 80,699 CHF | 82,310 CHF | 98.97% | 98.97% |
07/11/2024 | 1.90% | 0.49 CHF | 0.50 CHF | 162,000 | 162,000 | 160,470 | 160,470 | 83,582 CHF | 85,187 CHF | 100.00% | 100.00% |