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 | 1.46% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 71,269 | 71,269 | 49,474 CHF | 50,189 CHF | 99.90% | 99.90% |
19/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 71,492 | 71,492 | 50,534 CHF | 51,251 CHF | 98.91% | 98.91% |
18/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 130,000 | 130,000 | 71,231 | 71,231 | 53,590 CHF | 54,305 CHF | 99.58% | 99.58% |
15/11/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 130,000 | 130,000 | 71,159 | 71,159 | 54,729 CHF | 55,444 CHF | 99.89% | 99.89% |
14/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 130,000 | 130,000 | 72,506 | 72,506 | 56,973 CHF | 57,699 CHF | 98.84% | 98.84% |
13/11/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 130,000 | 130,000 | 71,366 | 71,366 | 53,355 CHF | 54,070 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 130,000 | 130,000 | 66,534 | 66,534 | 49,479 CHF | 50,147 CHF | 100.00% | 100.00% |
11/11/2024 | 1.54% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 70,790 | 70,790 | 48,122 CHF | 48,837 CHF | 99.93% | 99.93% |
08/11/2024 | 2.93% | 0.64 CHF | 0.65 CHF | 130,000 | 130,000 | 49,048 | 49,048 | 31,178 CHF | 31,716 CHF | 100.00% | 100.00% |
07/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 57,282 | 57,282 | 36,250 CHF | 36,824 CHF | 98.68% | 98.68% |