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 | 2.53% | 0.40 CHF | 0.41 CHF | 230,000 | 230,000 | 221,024 | 221,024 | 86,134 CHF | 88,344 CHF | 98.76% | 98.76% |
19/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 230,000 | 230,000 | 227,586 | 227,586 | 91,739 CHF | 94,015 CHF | 98.38% | 98.38% |
18/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 220,000 | 220,000 | 219,081 | 219,081 | 84,071 CHF | 86,262 CHF | 98.69% | 98.69% |
15/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 220,000 | 220,000 | 219,084 | 219,084 | 85,140 CHF | 87,331 CHF | 99.06% | 99.06% |
14/11/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 220,000 | 220,000 | 223,200 | 223,200 | 89,951 CHF | 92,183 CHF | 97.61% | 97.61% |
13/11/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 230,000 | 230,000 | 221,146 | 221,146 | 87,362 CHF | 89,574 CHF | 98.83% | 98.83% |
12/11/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 230,000 | 230,000 | 220,826 | 220,826 | 87,605 CHF | 89,813 CHF | 98.87% | 98.87% |
11/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 220,000 | 220,000 | 219,084 | 219,084 | 78,354 CHF | 80,545 CHF | 99.02% | 99.02% |
08/11/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 220,000 | 220,000 | 219,074 | 219,074 | 83,109 CHF | 85,300 CHF | 98.07% | 98.07% |
07/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 220,000 | 220,000 | 219,078 | 219,078 | 79,216 CHF | 81,407 CHF | 98.40% | 98.40% |