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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3.29% | 0.32 CHF | 0.31 CHF | 92,000 | 94,000 | 92,142 | 92,142 | 27,584 CHF | 28,505 CHF | 0.96% | 97.34% |
22/11/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 94,000 | 94,000 | 91,702 | 91,702 | 24,233 CHF | 25,150 CHF | 100.00% | 100.00% |
20/11/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 25,427 CHF | 26,342 CHF | 100.00% | 100.00% |
19/11/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 94,000 | 94,000 | 91,391 | 91,391 | 24,671 CHF | 25,585 CHF | 100.00% | 100.00% |
18/11/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 94,000 | 94,000 | 91,504 | 91,504 | 24,981 CHF | 25,897 CHF | 100.00% | 100.00% |
15/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 94,000 | 94,000 | 91,397 | 91,397 | 24,408 CHF | 25,322 CHF | 100.00% | 100.00% |
14/11/2024 | 4.25% | 0.25 CHF | 0.26 CHF | 94,000 | 94,000 | 92,565 | 92,565 | 21,370 CHF | 22,295 CHF | 99.34% | 99.34% |
13/11/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 94,000 | 94,000 | 91,730 | 91,730 | 23,557 CHF | 24,474 CHF | 100.00% | 100.00% |
12/11/2024 | 3.67% | 0.25 CHF | 0.26 CHF | 94,000 | 94,000 | 91,115 | 91,115 | 24,392 CHF | 25,303 CHF | 98.86% | 100.00% |
11/11/2024 | 2.92% | 0.31 CHF | 0.32 CHF | 92,000 | 92,000 | 87,739 | 87,739 | 29,628 CHF | 30,505 CHF | 99.93% | 99.93% |