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 | 2.28% | 0.47 CHF | 0.48 CHF | 182,000 | 182,000 | 80,640 | 80,640 | 36,130 CHF | 36,937 CHF | 99.90% | 99.90% |
19/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 38,554 CHF | 39,374 CHF | 100.00% | 100.00% |
18/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 182,000 | 182,000 | 81,458 | 81,458 | 38,661 CHF | 39,477 CHF | 99.90% | 99.90% |
15/11/2024 | 2.23% | 0.48 CHF | 0.49 CHF | 182,000 | 182,000 | 80,591 | 80,591 | 37,131 CHF | 37,938 CHF | 99.90% | 99.90% |
14/11/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 180,000 | 180,000 | 80,146 | 80,146 | 34,495 CHF | 35,298 CHF | 100.00% | 100.00% |
13/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 180,000 | 180,000 | 80,281 | 80,281 | 33,612 CHF | 34,417 CHF | 100.00% | 100.00% |
12/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 178,000 | 178,000 | 79,865 | 79,865 | 32,086 CHF | 32,886 CHF | 99.86% | 99.86% |
11/11/2024 | 2.63% | 0.40 CHF | 0.41 CHF | 178,000 | 178,000 | 79,795 | 79,795 | 30,840 CHF | 31,639 CHF | 99.90% | 99.90% |
08/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 178,000 | 178,000 | 79,958 | 79,958 | 30,438 CHF | 31,239 CHF | 100.00% | 100.00% |
07/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 30,445 CHF | 31,247 CHF | 99.89% | 99.89% |