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 | 0.68% | 1.56 CHF | 1.57 CHF | 52,000 | 52,000 | 28,613 | 28,613 | 43,446 CHF | 43,733 CHF | 99.90% | 99.90% |
19/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 52,000 | 52,000 | 28,701 | 28,701 | 42,361 CHF | 42,649 CHF | 98.91% | 98.91% |
18/11/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 52,000 | 52,000 | 28,599 | 28,599 | 39,400 CHF | 39,687 CHF | 99.59% | 99.59% |
15/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 52,000 | 52,000 | 28,569 | 28,569 | 38,386 CHF | 38,673 CHF | 99.89% | 99.89% |
14/11/2024 | 0.79% | 1.36 CHF | 1.37 CHF | 52,000 | 52,000 | 29,300 | 29,300 | 38,193 CHF | 38,486 CHF | 98.84% | 98.84% |
13/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 52,000 | 52,000 | 28,652 | 28,652 | 39,539 CHF | 39,826 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 52,000 | 52,000 | 26,705 | 26,705 | 36,978 CHF | 37,246 CHF | 100.00% | 100.00% |
11/11/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 52,000 | 52,000 | 28,421 | 28,421 | 43,774 CHF | 44,061 CHF | 99.93% | 99.93% |
08/11/2024 | 1.18% | 1.63 CHF | 1.64 CHF | 52,000 | 52,000 | 19,657 | 19,657 | 32,005 CHF | 32,221 CHF | 100.00% | 100.00% |
07/11/2024 | 0.72% | 1.66 CHF | 1.67 CHF | 48,000 | 48,000 | 23,246 | 23,246 | 38,104 CHF | 38,355 CHF | 98.68% | 98.68% |