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 | 2.30% | 0.45 CHF | 0.46 CHF | 80,000 | 80,000 | 36,579 | 36,579 | 16,035 CHF | 16,401 CHF | 99.38% | 99.38% |
19/11/2024 | 2.71% | 0.39 CHF | 0.40 CHF | 82,000 | 82,000 | 36,855 | 36,855 | 13,792 CHF | 14,162 CHF | 100.00% | 100.00% |
18/11/2024 | 3.02% | 0.37 CHF | 0.38 CHF | 82,000 | 82,000 | 36,860 | 36,860 | 12,686 CHF | 13,055 CHF | 99.86% | 99.86% |
15/11/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 82,000 | 82,000 | 36,735 | 36,735 | 14,236 CHF | 14,604 CHF | 99.72% | 99.72% |
14/11/2024 | 2.32% | 0.38 CHF | 0.39 CHF | 82,000 | 82,000 | 36,100 | 36,100 | 15,014 CHF | 15,376 CHF | 98.34% | 98.34% |
13/11/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 81,000 | 81,000 | 36,668 | 36,668 | 15,989 CHF | 16,356 CHF | 100.00% | 100.00% |
12/11/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 81,000 | 81,000 | 36,569 | 36,569 | 16,496 CHF | 16,862 CHF | 99.88% | 99.88% |
11/11/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 35,640 | 35,640 | 17,384 CHF | 17,741 CHF | 99.90% | 99.90% |
08/11/2024 | 2.09% | 0.51 CHF | 0.52 CHF | 80,000 | 80,000 | 36,548 | 36,548 | 17,732 CHF | 18,098 CHF | 99.04% | 99.04% |
07/11/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 81,000 | 81,000 | 35,877 | 35,877 | 16,971 CHF | 17,331 CHF | 99.90% | 99.90% |