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 | 3.27% | 0.32 CHF | 0.33 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 41,043 CHF | 42,405 CHF | 99.91% | 99.91% |
19/11/2024 | 3.03% | 0.30 CHF | 0.31 CHF | 136,000 | 136,000 | 138,686 | 138,686 | 45,152 CHF | 46,539 CHF | 98.43% | 98.43% |
18/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 38,271 CHF | 39,621 CHF | 100.00% | 100.00% |
15/11/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 132,000 | 132,000 | 132,277 | 132,277 | 36,118 CHF | 37,441 CHF | 99.75% | 99.75% |
14/11/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 136,000 | 136,000 | 137,325 | 137,325 | 43,721 CHF | 45,095 CHF | 99.56% | 99.56% |
13/11/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 136,390 | 136,390 | 42,659 CHF | 44,023 CHF | 99.56% | 99.56% |
12/11/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 136,000 | 136,000 | 135,440 | 135,440 | 39,070 CHF | 40,425 CHF | 99.85% | 99.85% |
11/11/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 38,721 CHF | 40,074 CHF | 99.73% | 99.73% |
08/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 136,000 | 136,000 | 134,840 | 134,840 | 38,854 CHF | 40,203 CHF | 100.00% | 100.00% |
07/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 40,915 CHF | 42,269 CHF | 99.90% | 99.90% |