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 | 2.26% | 0.74 CHF | 0.75 CHF | 91,000 | 91,000 | 40,580 | 40,580 | 31,449 CHF | 32,064 CHF | 99.90% | 99.90% |
19/11/2024 | 2.45% | 0.72 CHF | 0.73 CHF | 92,000 | 92,000 | 40,989 | 40,989 | 29,604 CHF | 30,225 CHF | 100.00% | 100.00% |
18/11/2024 | 2.45% | 0.74 CHF | 0.75 CHF | 91,000 | 91,000 | 40,849 | 40,849 | 29,678 CHF | 30,298 CHF | 99.90% | 99.90% |
15/11/2024 | 2.28% | 0.71 CHF | 0.72 CHF | 91,000 | 91,000 | 40,559 | 40,559 | 30,899 CHF | 31,513 CHF | 99.90% | 99.90% |
14/11/2024 | 2.12% | 0.80 CHF | 0.81 CHF | 90,000 | 90,000 | 40,336 | 40,336 | 33,234 CHF | 33,846 CHF | 100.00% | 100.00% |
13/11/2024 | 2.08% | 0.84 CHF | 0.85 CHF | 90,000 | 90,000 | 40,403 | 40,403 | 34,196 CHF | 34,809 CHF | 100.00% | 100.00% |
12/11/2024 | 2.02% | 0.88 CHF | 0.89 CHF | 89,000 | 89,000 | 40,195 | 40,195 | 35,398 CHF | 36,008 CHF | 99.85% | 99.85% |
11/11/2024 | 1.95% | 0.89 CHF | 0.90 CHF | 89,000 | 89,000 | 40,062 | 40,062 | 36,441 CHF | 37,050 CHF | 99.55% | 99.55% |
08/11/2024 | 1.97% | 0.92 CHF | 0.93 CHF | 89,000 | 89,000 | 40,333 | 40,333 | 36,665 CHF | 37,276 CHF | 99.46% | 99.46% |
07/11/2024 | 1.95% | 0.90 CHF | 0.91 CHF | 90,000 | 90,000 | 40,307 | 40,307 | 36,848 CHF | 37,460 CHF | 99.90% | 99.90% |