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 | 1.80% | 0.53 CHF | 0.56 CHF | 92,000 | 94,000 | 92,144 | 92,144 | 50,856 CHF | 51,778 CHF | 0.96% | 97.34% |
22/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 94,000 | 94,000 | 91,702 | 91,702 | 53,658 CHF | 54,575 CHF | 100.00% | 100.00% |
20/11/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 52,814 CHF | 53,729 CHF | 100.00% | 100.00% |
19/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 94,000 | 94,000 | 91,392 | 91,392 | 53,109 CHF | 54,023 CHF | 100.00% | 100.00% |
18/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 94,000 | 94,000 | 91,505 | 91,505 | 53,189 CHF | 54,104 CHF | 100.00% | 100.00% |
15/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 94,000 | 94,000 | 91,396 | 91,396 | 54,155 CHF | 55,068 CHF | 100.00% | 100.00% |
14/11/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 94,000 | 94,000 | 92,568 | 92,568 | 58,303 CHF | 59,229 CHF | 99.39% | 99.39% |
13/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 94,000 | 94,000 | 91,731 | 91,731 | 55,355 CHF | 56,272 CHF | 100.00% | 100.00% |
12/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 94,000 | 94,000 | 91,115 | 91,115 | 54,437 CHF | 55,349 CHF | 98.86% | 100.00% |
11/11/2024 | 1.86% | 0.56 CHF | 0.57 CHF | 92,000 | 92,000 | 87,739 | 87,739 | 46,703 CHF | 47,580 CHF | 99.93% | 99.93% |