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 | 2.84% | 0.38 CHF | 0.39 CHF | 182,000 | 182,000 | 80,639 | 80,639 | 28,921 CHF | 29,729 CHF | 99.90% | 99.90% |
19/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 31,258 CHF | 32,078 CHF | 100.00% | 100.00% |
18/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 182,000 | 182,000 | 81,457 | 81,457 | 31,414 CHF | 32,230 CHF | 99.90% | 99.90% |
15/11/2024 | 2.76% | 0.39 CHF | 0.40 CHF | 182,000 | 182,000 | 80,590 | 80,590 | 29,942 CHF | 30,750 CHF | 99.90% | 99.90% |
14/11/2024 | 3.00% | 0.35 CHF | 0.36 CHF | 180,000 | 180,000 | 80,145 | 80,145 | 27,316 CHF | 28,119 CHF | 100.00% | 100.00% |
13/11/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 180,000 | 180,000 | 80,280 | 80,280 | 26,477 CHF | 27,281 CHF | 100.00% | 100.00% |
12/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 178,000 | 178,000 | 79,875 | 79,875 | 24,999 CHF | 25,799 CHF | 99.87% | 99.87% |
11/11/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 178,000 | 178,000 | 79,819 | 79,819 | 23,779 CHF | 24,579 CHF | 99.62% | 99.62% |
08/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 178,000 | 178,000 | 79,953 | 79,953 | 23,544 CHF | 24,345 CHF | 100.00% | 100.00% |
07/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 23,457 CHF | 24,260 CHF | 99.89% | 99.89% |