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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/11/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 108,000 | 108,000 | 108,000 | 108,000 | 52,832 CHF | 53,912 CHF | 100.00% | 100.00% |
26/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 108,000 | 108,000 | 107,503 | 107,503 | 54,518 CHF | 55,593 CHF | 100.00% | 100.00% |
25/11/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 108,000 | 108,000 | 106,285 | 106,285 | 55,650 CHF | 56,713 CHF | 100.00% | 100.00% |
22/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 108,000 | 108,000 | 108,963 | 108,963 | 53,370 CHF | 54,460 CHF | 100.00% | 100.00% |
20/11/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 106,000 | 106,000 | 105,441 | 105,441 | 57,032 CHF | 58,087 CHF | 100.00% | 100.00% |
19/11/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 104,000 | 104,000 | 102,961 | 102,961 | 60,581 CHF | 61,610 CHF | 100.00% | 100.00% |
18/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 61,920 CHF | 62,940 CHF | 100.00% | 100.00% |
15/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,137 | 100,137 | 62,555 CHF | 63,557 CHF | 100.00% | 100.00% |
14/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 101,359 | 101,359 | 62,300 CHF | 63,313 CHF | 99.34% | 99.34% |
13/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 61,959 CHF | 62,971 CHF | 100.00% | 100.00% |