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 | 2.76% | 0.35 CHF | 0.36 CHF | 80,000 | 80,000 | 36,578 | 36,578 | 13,322 CHF | 13,689 CHF | 99.38% | 99.38% |
19/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 82,000 | 82,000 | 36,854 | 36,854 | 15,692 CHF | 16,061 CHF | 100.00% | 100.00% |
18/11/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 82,000 | 82,000 | 36,836 | 36,836 | 16,940 CHF | 17,309 CHF | 99.79% | 99.79% |
15/11/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 82,000 | 82,000 | 36,734 | 36,734 | 15,493 CHF | 15,861 CHF | 99.72% | 99.72% |
14/11/2024 | 2.70% | 0.43 CHF | 0.44 CHF | 82,000 | 82,000 | 36,165 | 36,165 | 14,257 CHF | 14,619 CHF | 98.50% | 98.50% |
13/11/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 81,000 | 81,000 | 36,666 | 36,666 | 13,588 CHF | 13,955 CHF | 100.00% | 100.00% |
12/11/2024 | 2.87% | 0.38 CHF | 0.39 CHF | 81,000 | 81,000 | 36,561 | 36,561 | 13,014 CHF | 13,381 CHF | 99.88% | 99.88% |
11/11/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 80,000 | 80,000 | 35,641 | 35,641 | 11,675 CHF | 12,032 CHF | 99.90% | 99.90% |
08/11/2024 | 3.07% | 0.30 CHF | 0.31 CHF | 80,000 | 80,000 | 36,547 | 36,547 | 11,903 CHF | 12,269 CHF | 99.04% | 99.04% |
07/11/2024 | 2.99% | 0.36 CHF | 0.37 CHF | 81,000 | 81,000 | 35,877 | 35,877 | 12,168 CHF | 12,528 CHF | 99.90% | 99.90% |