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 | 3.46% | 0.50 CHF | 0.51 CHF | 132,000 | 132,000 | 58,459 | 58,459 | 26,674 CHF | 27,434 CHF | 99.34% | 99.34% |
19/11/2024 | 3.49% | 0.44 CHF | 0.45 CHF | 131,000 | 131,000 | 58,565 | 58,565 | 25,927 CHF | 26,688 CHF | 100.00% | 100.00% |
18/11/2024 | 3.53% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 58,171 | 58,171 | 25,444 CHF | 26,200 CHF | 99.78% | 99.78% |
15/11/2024 | 3.42% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 58,114 | 58,114 | 25,605 CHF | 26,361 CHF | 100.00% | 100.00% |
14/11/2024 | 3.60% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 58,300 | 58,300 | 25,102 CHF | 25,862 CHF | 98.58% | 98.58% |
13/11/2024 | 4.23% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 57,748 | 57,748 | 22,453 CHF | 23,202 CHF | 99.80% | 99.80% |
12/11/2024 | 4.26% | 0.35 CHF | 0.36 CHF | 128,000 | 128,000 | 57,696 | 57,696 | 20,572 CHF | 21,321 CHF | 99.90% | 99.90% |
11/11/2024 | 4.09% | 0.34 CHF | 0.35 CHF | 128,000 | 128,000 | 57,666 | 57,666 | 20,478 CHF | 21,229 CHF | 99.76% | 99.76% |
08/11/2024 | 3.49% | 0.39 CHF | 0.40 CHF | 130,000 | 130,000 | 59,195 | 59,195 | 24,969 CHF | 25,736 CHF | 99.05% | 99.05% |
07/11/2024 | 3.60% | 0.45 CHF | 0.46 CHF | 133,000 | 133,000 | 59,032 | 59,032 | 25,338 CHF | 26,103 CHF | 100.00% | 100.00% |