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 | 2.50% | 0.41 CHF | 0.42 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 53,848 CHF | 55,210 CHF | 100.00% | 100.00% |
19/11/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 136,000 | 136,000 | 138,685 | 138,685 | 58,120 CHF | 59,507 CHF | 100.00% | 100.00% |
18/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 50,873 CHF | 52,223 CHF | 100.00% | 100.00% |
15/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 48,659 CHF | 49,982 CHF | 100.00% | 100.00% |
14/11/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 56,520 CHF | 57,893 CHF | 100.00% | 100.00% |
13/11/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 55,256 CHF | 56,620 CHF | 100.00% | 100.00% |
12/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 51,773 CHF | 53,127 CHF | 99.85% | 99.85% |
11/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 51,317 CHF | 52,671 CHF | 99.72% | 99.72% |
08/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 136,000 | 136,000 | 134,841 | 134,841 | 51,523 CHF | 52,871 CHF | 100.00% | 100.00% |
07/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 53,721 CHF | 55,075 CHF | 100.00% | 100.00% |