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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.56% | 0.65 CHF | 0.65 CHF | 91,000 | 91,000 | 91,135 | 91,135 | 58,151 CHF | 59,062 CHF | 0.96% | 97.34% |
22/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 93,000 | 93,000 | 90,729 | 90,729 | 54,436 CHF | 55,343 CHF | 100.00% | 100.00% |
20/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 93,000 | 93,000 | 90,518 | 90,518 | 55,779 CHF | 56,684 CHF | 100.00% | 100.00% |
19/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 93,000 | 93,000 | 90,418 | 90,418 | 54,959 CHF | 55,863 CHF | 100.00% | 100.00% |
18/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 93,000 | 93,000 | 90,531 | 90,531 | 55,247 CHF | 56,153 CHF | 100.00% | 100.00% |
15/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 54,835 CHF | 55,739 CHF | 100.00% | 100.00% |
14/11/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 93,000 | 93,000 | 91,593 | 91,593 | 52,159 CHF | 53,075 CHF | 99.39% | 99.39% |
13/11/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 93,000 | 93,000 | 90,757 | 90,757 | 54,046 CHF | 54,953 CHF | 100.00% | 100.00% |
12/11/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 93,000 | 93,000 | 90,141 | 90,141 | 54,783 CHF | 55,684 CHF | 98.86% | 100.00% |
11/11/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 91,000 | 91,000 | 86,766 | 86,766 | 58,929 CHF | 59,797 CHF | 99.93% | 99.93% |