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 | 2.06% | 0.45 CHF | 0.46 CHF | 124,000 | 124,000 | 55,094 | 55,094 | 26,473 CHF | 27,025 CHF | 99.90% | 99.90% |
19/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 122,000 | 122,000 | 53,231 | 53,231 | 27,319 CHF | 27,853 CHF | 100.00% | 100.00% |
18/11/2024 | 2.51% | 0.52 CHF | 0.53 CHF | 122,000 | 122,000 | 53,569 | 53,569 | 30,926 CHF | 31,620 CHF | 99.90% | 99.90% |
15/11/2024 | 2.47% | 0.61 CHF | 0.62 CHF | 118,000 | 118,000 | 46,957 | 46,957 | 29,094 CHF | 29,661 CHF | 99.45% | 99.45% |
14/11/2024 | 2.47% | 0.61 CHF | 0.62 CHF | 118,000 | 118,000 | 53,078 | 53,078 | 32,840 CHF | 33,529 CHF | 100.00% | 100.00% |
13/11/2024 | 2.46% | 0.62 CHF | 0.63 CHF | 118,000 | 118,000 | 53,081 | 53,081 | 33,207 CHF | 33,897 CHF | 100.00% | 100.00% |
12/11/2024 | 2.50% | 0.62 CHF | 0.63 CHF | 118,000 | 118,000 | 53,087 | 53,087 | 32,896 CHF | 33,586 CHF | 99.85% | 99.85% |
11/11/2024 | 2.55% | 0.62 CHF | 0.63 CHF | 118,000 | 118,000 | 53,073 | 53,073 | 32,528 CHF | 33,218 CHF | 99.55% | 99.55% |
08/11/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 54,194 | 54,194 | 31,721 CHF | 32,264 CHF | 99.46% | 99.46% |
07/11/2024 | 1.91% | 0.59 CHF | 0.60 CHF | 120,000 | 120,000 | 52,349 | 52,349 | 30,954 CHF | 31,504 CHF | 99.90% | 99.90% |