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 | 1.83% | 0.54 CHF | 0.55 CHF | 93,000 | 93,000 | 90,519 | 90,519 | 49,080 CHF | 49,986 CHF | 100.00% | 100.00% |
19/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 93,000 | 93,000 | 90,417 | 90,417 | 48,241 CHF | 49,145 CHF | 100.00% | 100.00% |
18/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 93,000 | 93,000 | 90,531 | 90,531 | 48,619 CHF | 49,524 CHF | 100.00% | 100.00% |
15/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 48,125 CHF | 49,029 CHF | 100.00% | 100.00% |
14/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 93,000 | 93,000 | 91,590 | 91,590 | 45,385 CHF | 46,301 CHF | 99.33% | 99.33% |
13/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 93,000 | 93,000 | 90,757 | 90,757 | 47,369 CHF | 48,277 CHF | 100.00% | 100.00% |
12/11/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 93,000 | 93,000 | 90,141 | 90,141 | 48,060 CHF | 48,961 CHF | 98.86% | 100.00% |
11/11/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 91,000 | 91,000 | 86,765 | 86,765 | 52,576 CHF | 53,443 CHF | 99.93% | 99.93% |
08/11/2024 | 1.51% | 0.61 CHF | 0.62 CHF | 89,000 | 89,000 | 84,934 | 84,934 | 55,954 CHF | 56,803 CHF | 100.00% | 100.00% |
07/11/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 83,000 | 83,000 | 81,913 | 81,913 | 60,958 CHF | 61,777 CHF | 98.41% | 98.41% |