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 | 2.36% | 0.44 CHF | 0.45 CHF | 80,000 | 80,000 | 36,574 | 36,574 | 15,614 CHF | 15,980 CHF | 99.34% | 99.34% |
19/11/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 82,000 | 82,000 | 36,855 | 36,855 | 13,372 CHF | 13,742 CHF | 100.00% | 100.00% |
18/11/2024 | 3.12% | 0.36 CHF | 0.37 CHF | 82,000 | 82,000 | 36,831 | 36,831 | 12,269 CHF | 12,638 CHF | 99.78% | 99.78% |
15/11/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 82,000 | 82,000 | 36,816 | 36,816 | 13,829 CHF | 14,197 CHF | 99.90% | 99.90% |
14/11/2024 | 2.39% | 0.37 CHF | 0.38 CHF | 82,000 | 82,000 | 36,162 | 36,162 | 14,612 CHF | 14,974 CHF | 98.54% | 98.54% |
13/11/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 81,000 | 81,000 | 36,667 | 36,667 | 15,568 CHF | 15,935 CHF | 100.00% | 100.00% |
12/11/2024 | 2.27% | 0.41 CHF | 0.42 CHF | 81,000 | 81,000 | 36,562 | 36,562 | 16,034 CHF | 16,401 CHF | 99.88% | 99.88% |
11/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 80,000 | 80,000 | 35,643 | 35,643 | 16,970 CHF | 17,327 CHF | 99.90% | 99.90% |
08/11/2024 | 2.14% | 0.50 CHF | 0.51 CHF | 80,000 | 80,000 | 36,547 | 36,547 | 17,321 CHF | 17,687 CHF | 99.05% | 99.05% |
07/11/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 81,000 | 81,000 | 35,876 | 35,876 | 16,557 CHF | 16,916 CHF | 99.90% | 99.90% |