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 | 3.00% | 0.33 CHF | 0.34 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 30,065 CHF | 30,980 CHF | 100.00% | 100.00% |
19/11/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 94,000 | 94,000 | 91,391 | 91,391 | 29,259 CHF | 30,173 CHF | 100.00% | 100.00% |
18/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 94,000 | 94,000 | 91,504 | 91,504 | 29,605 CHF | 30,520 CHF | 100.00% | 100.00% |
15/11/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 94,000 | 94,000 | 91,396 | 91,396 | 29,033 CHF | 29,947 CHF | 100.00% | 100.00% |
14/11/2024 | 3.49% | 0.30 CHF | 0.31 CHF | 94,000 | 94,000 | 92,565 | 92,565 | 26,095 CHF | 27,021 CHF | 99.33% | 99.33% |
13/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 94,000 | 94,000 | 91,731 | 91,731 | 28,217 CHF | 29,134 CHF | 100.00% | 100.00% |
12/11/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 94,000 | 94,000 | 91,115 | 91,115 | 29,015 CHF | 29,926 CHF | 98.86% | 100.00% |
11/11/2024 | 2.54% | 0.36 CHF | 0.37 CHF | 92,000 | 92,000 | 87,739 | 87,739 | 34,109 CHF | 34,986 CHF | 99.93% | 99.93% |
08/11/2024 | 2.24% | 0.40 CHF | 0.41 CHF | 90,000 | 90,000 | 85,909 | 85,909 | 37,941 CHF | 38,800 CHF | 100.00% | 100.00% |
07/11/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 84,000 | 84,000 | 82,886 | 82,886 | 43,552 CHF | 44,381 CHF | 98.41% | 98.41% |