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 | 2.24% | 0.46 CHF | 0.47 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 60,119 CHF | 61,481 CHF | 100.00% | 100.00% |
19/11/2024 | 2.13% | 0.44 CHF | 0.45 CHF | 136,000 | 136,000 | 138,685 | 138,685 | 64,530 CHF | 65,917 CHF | 100.00% | 100.00% |
18/11/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 57,200 CHF | 58,550 CHF | 100.00% | 100.00% |
15/11/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 54,754 CHF | 56,077 CHF | 100.00% | 100.00% |
14/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 63,029 CHF | 64,402 CHF | 100.00% | 100.00% |
13/11/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 61,810 CHF | 63,174 CHF | 100.00% | 100.00% |
12/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 58,096 CHF | 59,451 CHF | 99.85% | 99.85% |
11/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 57,712 CHF | 59,065 CHF | 99.72% | 99.72% |
08/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 136,000 | 136,000 | 134,839 | 134,839 | 57,861 CHF | 59,209 CHF | 100.00% | 100.00% |
07/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 60,037 CHF | 61,392 CHF | 100.00% | 100.00% |