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 | 2.71% | 0.32 CHF | 0.33 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 19,981 CHF | 20,526 CHF | 99.48% | 99.48% |
19/11/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 21,551 CHF | 22,095 CHF | 100.00% | 100.00% |
18/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 26,623 CHF | 27,153 CHF | 99.89% | 99.89% |
15/11/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 25,784 CHF | 26,315 CHF | 100.00% | 100.00% |
14/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 23,247 CHF | 23,786 CHF | 98.58% | 98.58% |
13/11/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 22,637 CHF | 23,178 CHF | 100.00% | 100.00% |
12/11/2024 | 2.12% | 0.41 CHF | 0.42 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 25,103 CHF | 25,638 CHF | 99.88% | 99.88% |
11/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 28,185 CHF | 28,715 CHF | 100.00% | 100.00% |
08/11/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 23,703 CHF | 24,243 CHF | 99.04% | 99.04% |
07/11/2024 | 2.00% | 0.44 CHF | 0.45 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 26,368 CHF | 26,897 CHF | 100.00% | 100.00% |