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 | 2.61% | 0.37 CHF | 0.38 CHF | 230,000 | 230,000 | 221,017 | 221,017 | 83,702 CHF | 85,912 CHF | 99.47% | 99.47% |
19/11/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 230,000 | 230,000 | 227,604 | 227,604 | 83,048 CHF | 85,324 CHF | 99.92% | 99.92% |
18/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 220,000 | 220,000 | 219,092 | 219,092 | 85,034 CHF | 87,225 CHF | 99.89% | 99.89% |
15/11/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 84,766 CHF | 86,957 CHF | 100.00% | 100.00% |
14/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 220,000 | 220,000 | 223,229 | 223,229 | 82,720 CHF | 84,953 CHF | 98.56% | 98.56% |
13/11/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 230,000 | 230,000 | 221,145 | 221,145 | 84,090 CHF | 86,301 CHF | 99.84% | 99.84% |
12/11/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 230,000 | 230,000 | 220,835 | 220,835 | 83,570 CHF | 85,779 CHF | 99.88% | 99.88% |
11/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 91,674 CHF | 93,865 CHF | 100.00% | 100.00% |
08/11/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 220,000 | 220,000 | 219,083 | 219,083 | 87,827 CHF | 90,018 CHF | 99.04% | 99.04% |
07/11/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 92,532 CHF | 94,723 CHF | 100.00% | 100.00% |