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 | 2.65% | 0.52 CHF | 0.53 CHF | 132,000 | 132,000 | 58,466 | 58,466 | 33,011 CHF | 33,771 CHF | 99.38% | 99.38% |
19/11/2024 | 2.62% | 0.58 CHF | 0.59 CHF | 131,000 | 131,000 | 58,560 | 58,560 | 33,749 CHF | 34,510 CHF | 99.99% | 99.99% |
18/11/2024 | 2.57% | 0.59 CHF | 0.60 CHF | 130,000 | 130,000 | 58,121 | 58,121 | 34,251 CHF | 35,008 CHF | 99.71% | 99.71% |
15/11/2024 | 2.62% | 0.60 CHF | 0.61 CHF | 130,000 | 130,000 | 58,101 | 58,101 | 34,245 CHF | 35,001 CHF | 100.00% | 100.00% |
14/11/2024 | 2.53% | 0.59 CHF | 0.60 CHF | 130,000 | 130,000 | 58,261 | 58,261 | 35,055 CHF | 35,815 CHF | 98.44% | 98.44% |
13/11/2024 | 2.33% | 0.59 CHF | 0.60 CHF | 130,000 | 130,000 | 57,506 | 57,506 | 36,598 CHF | 37,346 CHF | 98.92% | 98.92% |
12/11/2024 | 2.29% | 0.67 CHF | 0.68 CHF | 128,000 | 128,000 | 57,698 | 57,698 | 38,620 CHF | 39,369 CHF | 99.88% | 99.88% |
11/11/2024 | 2.36% | 0.69 CHF | 0.70 CHF | 128,000 | 128,000 | 57,763 | 57,763 | 38,658 CHF | 39,410 CHF | 99.90% | 99.90% |
08/11/2024 | 2.62% | 0.63 CHF | 0.64 CHF | 130,000 | 130,000 | 59,194 | 59,194 | 35,350 CHF | 36,118 CHF | 99.04% | 99.04% |
07/11/2024 | 2.55% | 0.57 CHF | 0.58 CHF | 133,000 | 133,000 | 59,007 | 59,007 | 34,895 CHF | 35,659 CHF | 100.00% | 100.00% |