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 | 2.83% | 0.37 CHF | 0.38 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 47,545 CHF | 48,907 CHF | 100.00% | 100.00% |
19/11/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 51,491 CHF | 52,878 CHF | 100.00% | 100.00% |
18/11/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 44,616 CHF | 45,966 CHF | 100.00% | 100.00% |
15/11/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 42,268 CHF | 43,591 CHF | 100.00% | 100.00% |
14/11/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 50,091 CHF | 51,464 CHF | 100.00% | 100.00% |
13/11/2024 | 2.75% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 48,914 CHF | 50,278 CHF | 100.00% | 100.00% |
12/11/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 45,488 CHF | 46,843 CHF | 99.85% | 99.85% |
11/11/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 45,125 CHF | 46,478 CHF | 99.70% | 99.70% |
08/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 136,000 | 136,000 | 134,841 | 134,841 | 45,123 CHF | 46,471 CHF | 100.00% | 100.00% |
07/11/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 47,285 CHF | 48,639 CHF | 100.00% | 100.00% |