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 | 2.04% | 0.53 CHF | 0.54 CHF | 135,000 | 135,000 | 133,768 | 133,768 | 65,074 CHF | 66,412 CHF | 99.48% | 99.48% |
19/11/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 135,000 | 135,000 | 134,093 | 134,093 | 65,973 CHF | 67,314 CHF | 99.97% | 99.97% |
18/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 130,609 | 130,609 | 59,311 CHF | 60,617 CHF | 99.89% | 99.89% |
15/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 135,000 | 135,000 | 134,443 | 134,443 | 68,080 CHF | 69,424 CHF | 100.00% | 100.00% |
14/11/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 135,000 | 135,000 | 134,435 | 134,435 | 69,859 CHF | 71,203 CHF | 98.65% | 98.65% |
13/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 135,000 | 135,000 | 134,461 | 134,461 | 71,460 CHF | 72,805 CHF | 100.00% | 100.00% |
12/11/2024 | 1.99% | 0.55 CHF | 0.56 CHF | 135,000 | 135,000 | 134,440 | 134,440 | 66,832 CHF | 68,176 CHF | 99.16% | 99.16% |
11/11/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 130,000 | 130,000 | 133,053 | 133,053 | 63,029 CHF | 64,359 CHF | 100.00% | 100.00% |
08/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 135,000 | 135,000 | 134,437 | 134,437 | 67,644 CHF | 68,989 CHF | 99.04% | 99.04% |
07/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 130,000 | 130,000 | 129,464 | 129,464 | 59,333 CHF | 60,628 CHF | 100.00% | 100.00% |