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 | 4.01% | 0.75 CHF | 0.78 CHF | 60,000 | 60,000 | 59,435 | 59,435 | 44,113 CHF | 45,898 CHF | 99.70% | 99.70% |
19/11/2024 | 4.55% | 0.68 CHF | 0.71 CHF | 60,000 | 60,000 | 59,431 | 59,431 | 38,789 CHF | 40,573 CHF | 98.94% | 98.94% |
18/11/2024 | 4.36% | 0.70 CHF | 0.73 CHF | 60,000 | 60,000 | 59,438 | 59,438 | 40,494 CHF | 42,279 CHF | 100.00% | 100.00% |
15/11/2024 | 4.28% | 0.62 CHF | 0.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,305 CHF | 43,105 CHF | 71.81% | 71.81% |
14/11/2024 | 4.08% | 0.71 CHF | 0.74 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 43,261 CHF | 45,046 CHF | 100.00% | 100.00% |
13/11/2024 | 3.92% | 0.73 CHF | 0.76 CHF | 60,000 | 60,000 | 59,404 | 59,404 | 45,084 CHF | 46,868 CHF | 94.54% | 94.54% |
12/11/2024 | 3.29% | 0.81 CHF | 0.84 CHF | 60,000 | 60,000 | 59,440 | 59,435 | 53,938 CHF | 55,718 CHF | 100.00% | 100.00% |
11/11/2024 | 3.25% | 0.91 CHF | 0.94 CHF | 60,000 | 60,000 | 59,438 | 59,438 | 54,601 CHF | 56,386 CHF | 100.00% | 100.00% |
08/11/2024 | 3.29% | 0.92 CHF | 0.95 CHF | 60,000 | 60,000 | 59,438 | 59,438 | 53,874 CHF | 55,659 CHF | 100.00% | 100.00% |
07/11/2024 | 3.57% | 0.87 CHF | 0.90 CHF | 60,000 | 60,000 | 59,439 | 59,425 | 49,657 CHF | 51,430 CHF | 100.00% | 100.00% |