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 | 3.31% | 0.34 CHF | 0.35 CHF | 135,000 | 135,000 | 133,768 | 133,768 | 40,090 CHF | 41,428 CHF | 99.49% | 99.49% |
19/11/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 135,000 | 135,000 | 134,094 | 134,094 | 40,894 CHF | 42,235 CHF | 100.00% | 100.00% |
18/11/2024 | 3.69% | 0.25 CHF | 0.26 CHF | 130,000 | 130,000 | 130,609 | 130,609 | 34,833 CHF | 36,139 CHF | 99.90% | 99.90% |
15/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 135,000 | 135,000 | 134,443 | 134,443 | 42,760 CHF | 44,104 CHF | 100.00% | 100.00% |
14/11/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 135,000 | 135,000 | 134,435 | 134,435 | 44,999 CHF | 46,344 CHF | 98.66% | 98.66% |
13/11/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 135,000 | 135,000 | 134,462 | 134,462 | 46,513 CHF | 47,858 CHF | 100.00% | 100.00% |
12/11/2024 | 3.18% | 0.36 CHF | 0.37 CHF | 135,000 | 135,000 | 134,440 | 134,440 | 41,721 CHF | 43,066 CHF | 99.17% | 99.17% |
11/11/2024 | 3.44% | 0.27 CHF | 0.28 CHF | 130,000 | 130,000 | 133,053 | 133,053 | 38,026 CHF | 39,357 CHF | 100.00% | 100.00% |
08/11/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 135,000 | 135,000 | 134,437 | 134,437 | 42,428 CHF | 43,772 CHF | 99.04% | 99.04% |
07/11/2024 | 3.64% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 129,464 | 129,464 | 34,949 CHF | 36,244 CHF | 100.00% | 100.00% |