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 | 3.12% | 0.48 CHF | 0.49 CHF | 129,000 | 129,000 | 58,011 | 58,011 | 28,071 CHF | 28,826 CHF | 100.00% | 100.00% |
22/11/2024 | 2.77% | 0.54 CHF | 0.55 CHF | 130,000 | 130,000 | 58,389 | 58,389 | 31,813 CHF | 32,571 CHF | 99.47% | 99.47% |
20/11/2024 | 2.99% | 0.57 CHF | 0.58 CHF | 132,000 | 132,000 | 58,467 | 58,467 | 30,774 CHF | 31,534 CHF | 99.38% | 99.38% |
19/11/2024 | 3.02% | 0.51 CHF | 0.52 CHF | 131,000 | 131,000 | 58,564 | 58,564 | 30,020 CHF | 30,780 CHF | 99.98% | 99.98% |
18/11/2024 | 3.04% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 58,231 | 58,231 | 29,565 CHF | 30,322 CHF | 99.83% | 99.83% |
15/11/2024 | 2.96% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 58,084 | 58,084 | 29,689 CHF | 30,445 CHF | 99.97% | 99.97% |
14/11/2024 | 3.09% | 0.51 CHF | 0.52 CHF | 130,000 | 130,000 | 58,302 | 58,302 | 29,209 CHF | 29,969 CHF | 98.65% | 98.65% |
13/11/2024 | 3.55% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 57,796 | 57,796 | 26,534 CHF | 27,283 CHF | 99.36% | 99.36% |
12/11/2024 | 3.57% | 0.42 CHF | 0.43 CHF | 128,000 | 128,000 | 57,697 | 57,697 | 24,609 CHF | 25,358 CHF | 99.88% | 99.88% |
11/11/2024 | 3.45% | 0.41 CHF | 0.42 CHF | 128,000 | 128,000 | 57,756 | 57,756 | 24,538 CHF | 25,290 CHF | 99.40% | 99.40% |