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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.33% | 0.46 CHF | 0.47 CHF | 157,000 | 157,000 | 85,959 | 85,959 | 64,726 CHF | 65,589 CHF | 99.94% | 99.94% |
20/11/2024 | 1.46% | 0.80 CHF | 0.81 CHF | 167,000 | 167,000 | 86,478 | 86,478 | 62,009 CHF | 62,877 CHF | 99.90% | 99.90% |
19/11/2024 | 1.28% | 0.68 CHF | 0.69 CHF | 164,000 | 164,000 | 88,206 | 88,206 | 68,795 CHF | 69,678 CHF | 99.55% | 99.55% |
18/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 164,000 | 164,000 | 86,664 | 86,664 | 59,612 CHF | 60,482 CHF | 98.72% | 98.72% |
15/11/2024 | 0.72% | 1.23 CHF | 1.24 CHF | 177,000 | 177,000 | 94,426 | 94,426 | 130,166 CHF | 131,112 CHF | 99.46% | 99.46% |
14/11/2024 | 1.03% | 1.23 CHF | 1.24 CHF | 177,000 | 177,000 | 90,849 | 90,849 | 94,734 CHF | 95,644 CHF | 98.84% | 98.84% |
13/11/2024 | 1.23% | 0.96 CHF | 0.97 CHF | 174,000 | 174,000 | 89,028 | 89,028 | 75,517 CHF | 76,410 CHF | 99.34% | 99.34% |
12/11/2024 | 2.20% | 0.76 CHF | 0.77 CHF | 167,000 | 167,000 | 83,134 | 83,134 | 55,264 CHF | 56,125 CHF | 96.68% | 96.68% |
11/11/2024 | 1.48% | 0.46 CHF | 0.47 CHF | 160,000 | 160,000 | 87,500 | 87,500 | 59,160 CHF | 60,037 CHF | 99.30% | 99.30% |
08/11/2024 | 0.62% | 1.29 CHF | 1.30 CHF | 180,000 | 180,000 | 96,363 | 96,363 | 154,575 CHF | 155,541 CHF | 100.00% | 100.00% |