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 | 2.52% | 0.40 CHF | 0.41 CHF | 370,000 | 370,000 | 368,465 | 368,465 | 144,427 CHF | 148,111 CHF | 99.39% | 99.39% |
19/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 370,000 | 370,000 | 370,031 | 370,031 | 151,993 CHF | 155,693 CHF | 99.17% | 99.17% |
18/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 370,000 | 370,000 | 369,937 | 369,937 | 155,313 CHF | 159,013 CHF | 99.80% | 99.80% |
15/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 370,000 | 370,000 | 368,459 | 368,459 | 153,385 CHF | 157,070 CHF | 99.00% | 99.00% |
14/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 370,000 | 370,000 | 368,453 | 368,453 | 147,189 CHF | 150,873 CHF | 98.52% | 98.52% |
13/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 380,000 | 380,000 | 378,655 | 378,655 | 182,636 CHF | 186,422 CHF | 98.82% | 98.82% |
12/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 380,000 | 380,000 | 375,529 | 375,529 | 165,658 CHF | 169,413 CHF | 99.24% | 99.24% |
11/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 370,000 | 370,000 | 368,465 | 368,465 | 152,496 CHF | 156,181 CHF | 99.39% | 99.39% |
08/11/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 370,000 | 370,000 | 371,653 | 371,653 | 162,925 CHF | 166,641 CHF | 98.48% | 98.48% |
07/11/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 380,000 | 380,000 | 376,685 | 376,685 | 174,159 CHF | 177,925 CHF | 98.49% | 98.49% |