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 | 2.29% | 0.42 CHF | 0.44 CHF | 92,000 | 94,000 | 92,141 | 92,141 | 39,849 CHF | 40,771 CHF | 0.96% | 97.34% |
22/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 94,000 | 94,000 | 91,702 | 91,702 | 43,036 CHF | 43,953 CHF | 100.00% | 100.00% |
20/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 42,060 CHF | 42,975 CHF | 100.00% | 100.00% |
19/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 94,000 | 94,000 | 91,391 | 91,391 | 42,440 CHF | 43,354 CHF | 100.00% | 100.00% |
18/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 94,000 | 94,000 | 91,505 | 91,505 | 42,581 CHF | 43,496 CHF | 100.00% | 100.00% |
15/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 94,000 | 94,000 | 91,397 | 91,397 | 43,428 CHF | 44,342 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 94,000 | 94,000 | 92,567 | 92,567 | 47,446 CHF | 48,372 CHF | 99.39% | 99.39% |
13/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 94,000 | 94,000 | 91,731 | 91,731 | 44,561 CHF | 45,478 CHF | 100.00% | 100.00% |
12/11/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 94,000 | 94,000 | 91,115 | 91,115 | 43,720 CHF | 44,631 CHF | 98.86% | 100.00% |
11/11/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 92,000 | 92,000 | 87,739 | 87,739 | 36,340 CHF | 37,218 CHF | 99.93% | 99.93% |