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 | 1.52% | 0.65 CHF | 0.66 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 34,429 CHF | 34,955 CHF | 100.00% | 100.00% |
19/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 32,799 CHF | 33,334 CHF | 100.00% | 100.00% |
18/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 30,723 CHF | 31,258 CHF | 100.00% | 100.00% |
15/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 28,145 CHF | 28,686 CHF | 100.00% | 100.00% |
14/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 24,391 CHF | 24,938 CHF | 99.33% | 99.33% |
13/11/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 26,762 CHF | 27,307 CHF | 100.00% | 100.00% |
12/11/2024 | 2.01% | 0.45 CHF | 0.46 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 27,323 CHF | 27,876 CHF | 68.32% | 100.00% |
11/11/2024 | 1.56% | 0.59 CHF | 0.60 CHF | 55,000 | 55,000 | 52,699 | 52,699 | 33,579 CHF | 34,106 CHF | 99.93% | 99.93% |
08/11/2024 | 1.32% | 0.70 CHF | 0.71 CHF | 54,000 | 54,000 | 51,726 | 51,726 | 39,065 CHF | 39,582 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 51,000 | 51,000 | 49,705 | 49,705 | 48,837 CHF | 49,334 CHF | 98.53% | 98.53% |