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 | 2.23% | 0.75 CHF | 0.76 CHF | 132,000 | 132,000 | 58,473 | 58,473 | 41,135 CHF | 41,895 CHF | 99.35% | 99.35% |
19/11/2024 | 2.25% | 0.68 CHF | 0.69 CHF | 131,000 | 131,000 | 58,563 | 58,563 | 40,351 CHF | 41,111 CHF | 99.99% | 99.99% |
18/11/2024 | 2.26% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 58,230 | 58,230 | 39,833 CHF | 40,590 CHF | 99.83% | 99.83% |
15/11/2024 | 2.21% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 58,071 | 58,071 | 39,984 CHF | 40,739 CHF | 99.95% | 99.95% |
14/11/2024 | 2.29% | 0.69 CHF | 0.70 CHF | 130,000 | 130,000 | 58,303 | 58,303 | 39,534 CHF | 40,294 CHF | 98.63% | 98.63% |
13/11/2024 | 2.53% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 57,899 | 57,899 | 36,834 CHF | 37,584 CHF | 98.96% | 98.96% |
12/11/2024 | 2.54% | 0.60 CHF | 0.61 CHF | 128,000 | 128,000 | 57,722 | 57,722 | 34,831 CHF | 35,579 CHF | 99.78% | 99.78% |
11/11/2024 | 2.48% | 0.58 CHF | 0.59 CHF | 128,000 | 128,000 | 57,683 | 57,683 | 34,686 CHF | 35,438 CHF | 99.69% | 99.69% |
08/11/2024 | 2.26% | 0.63 CHF | 0.64 CHF | 130,000 | 130,000 | 59,195 | 59,195 | 39,391 CHF | 40,159 CHF | 99.04% | 99.04% |
07/11/2024 | 2.30% | 0.69 CHF | 0.70 CHF | 133,000 | 133,000 | 58,974 | 58,974 | 39,713 CHF | 40,477 CHF | 99.93% | 99.93% |