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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.30% | 0.45 CHF | 0.44 CHF | 92,000 | 94,000 | 92,140 | 92,140 | 39,611 CHF | 40,532 CHF | 0.96% | 97.34% |
22/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 94,000 | 94,000 | 91,702 | 91,702 | 36,229 CHF | 37,146 CHF | 100.00% | 100.00% |
20/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 37,461 CHF | 38,376 CHF | 100.00% | 100.00% |
19/11/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 94,000 | 94,000 | 91,391 | 91,391 | 36,552 CHF | 37,466 CHF | 100.00% | 100.00% |
18/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 94,000 | 94,000 | 91,504 | 91,504 | 36,921 CHF | 37,836 CHF | 100.00% | 100.00% |
15/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 94,000 | 94,000 | 91,396 | 91,396 | 36,424 CHF | 37,338 CHF | 100.00% | 100.00% |
14/11/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 94,000 | 94,000 | 92,567 | 92,567 | 33,568 CHF | 34,494 CHF | 99.39% | 99.39% |
13/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 94,000 | 94,000 | 91,731 | 91,731 | 35,601 CHF | 36,518 CHF | 100.00% | 100.00% |
12/11/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 94,000 | 94,000 | 91,115 | 91,115 | 36,345 CHF | 37,256 CHF | 98.86% | 100.00% |
11/11/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 92,000 | 92,000 | 87,739 | 87,739 | 41,169 CHF | 42,047 CHF | 99.93% | 99.93% |