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 | 2.95% | 0.55 CHF | 0.56 CHF | 91,000 | 91,000 | 40,582 | 40,582 | 23,847 CHF | 24,461 CHF | 99.90% | 99.90% |
19/11/2024 | 3.29% | 0.53 CHF | 0.54 CHF | 92,000 | 92,000 | 40,991 | 40,991 | 21,922 CHF | 22,543 CHF | 100.00% | 100.00% |
18/11/2024 | 3.30% | 0.56 CHF | 0.57 CHF | 91,000 | 91,000 | 40,849 | 40,849 | 21,974 CHF | 22,593 CHF | 99.90% | 99.90% |
15/11/2024 | 2.99% | 0.52 CHF | 0.53 CHF | 91,000 | 91,000 | 40,558 | 40,558 | 23,270 CHF | 23,884 CHF | 99.90% | 99.90% |
14/11/2024 | 2.73% | 0.61 CHF | 0.62 CHF | 90,000 | 90,000 | 40,336 | 40,336 | 25,622 CHF | 26,234 CHF | 100.00% | 100.00% |
13/11/2024 | 2.69% | 0.64 CHF | 0.65 CHF | 90,000 | 90,000 | 40,405 | 40,405 | 26,280 CHF | 26,892 CHF | 100.00% | 100.00% |
12/11/2024 | 2.59% | 0.68 CHF | 0.69 CHF | 89,000 | 89,000 | 40,204 | 40,204 | 27,564 CHF | 28,175 CHF | 99.85% | 99.85% |
11/11/2024 | 2.46% | 0.69 CHF | 0.70 CHF | 89,000 | 89,000 | 40,174 | 40,174 | 28,748 CHF | 29,357 CHF | 99.63% | 99.63% |
08/11/2024 | 2.50% | 0.73 CHF | 0.74 CHF | 89,000 | 89,000 | 40,242 | 40,242 | 28,845 CHF | 29,455 CHF | 100.00% | 100.00% |
07/11/2024 | 2.47% | 0.71 CHF | 0.72 CHF | 90,000 | 90,000 | 40,308 | 40,308 | 29,057 CHF | 29,669 CHF | 99.89% | 99.89% |