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 | 2.24% | 0.75 CHF | 0.76 CHF | 132,000 | 132,000 | 58,457 | 58,457 | 40,940 CHF | 41,700 CHF | 99.33% | 99.33% |
19/11/2024 | 2.25% | 0.68 CHF | 0.69 CHF | 131,000 | 131,000 | 58,575 | 58,575 | 40,200 CHF | 40,960 CHF | 100.00% | 100.00% |
18/11/2024 | 2.28% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 58,170 | 58,170 | 39,583 CHF | 40,340 CHF | 99.78% | 99.78% |
15/11/2024 | 2.22% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 58,101 | 58,101 | 39,838 CHF | 40,594 CHF | 100.00% | 100.00% |
14/11/2024 | 2.30% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 58,306 | 58,306 | 39,348 CHF | 40,108 CHF | 98.51% | 98.51% |
13/11/2024 | 2.54% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 57,747 | 57,747 | 36,555 CHF | 37,304 CHF | 99.80% | 99.80% |
12/11/2024 | 2.55% | 0.59 CHF | 0.60 CHF | 128,000 | 128,000 | 57,686 | 57,686 | 34,614 CHF | 35,363 CHF | 99.88% | 99.88% |
11/11/2024 | 2.49% | 0.58 CHF | 0.59 CHF | 128,000 | 128,000 | 57,764 | 57,764 | 34,557 CHF | 35,309 CHF | 99.90% | 99.90% |
08/11/2024 | 2.26% | 0.63 CHF | 0.64 CHF | 130,000 | 130,000 | 59,192 | 59,192 | 39,245 CHF | 40,012 CHF | 99.05% | 99.05% |
07/11/2024 | 2.31% | 0.69 CHF | 0.70 CHF | 133,000 | 133,000 | 59,007 | 59,007 | 39,584 CHF | 40,349 CHF | 100.00% | 100.00% |