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 | 1.12% | 0.92 CHF | 0.93 CHF | 44,000 | 44,000 | 43,373 | 43,373 | 38,936 CHF | 39,370 CHF | 99.87% | 99.87% |
20/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 44,000 | 44,000 | 44,205 | 44,205 | 42,765 CHF | 43,207 CHF | 100.00% | 100.00% |
19/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 45,000 | 45,000 | 44,573 | 44,573 | 46,693 CHF | 47,139 CHF | 98.98% | 98.98% |
18/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 45,000 | 45,000 | 44,862 | 44,862 | 46,830 CHF | 47,280 CHF | 100.00% | 100.00% |
15/11/2024 | 1.20% | 1.03 CHF | 1.04 CHF | 45,000 | 45,000 | 43,583 | 43,583 | 36,357 CHF | 36,793 CHF | 71.53% | 71.53% |
14/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 42,000 | 42,000 | 41,307 | 41,307 | 24,336 CHF | 24,750 CHF | 100.00% | 100.00% |
13/11/2024 | 1.60% | 0.58 CHF | 0.59 CHF | 41,000 | 41,000 | 41,568 | 41,568 | 26,088 CHF | 26,504 CHF | 98.55% | 98.55% |
12/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 41,000 | 41,000 | 40,988 | 40,988 | 23,263 CHF | 23,674 CHF | 99.65% | 99.65% |
11/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 42,000 | 42,000 | 41,601 | 41,601 | 25,021 CHF | 25,438 CHF | 100.00% | 100.00% |
08/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 42,000 | 42,000 | 42,024 | 42,024 | 28,883 CHF | 29,304 CHF | 100.00% | 100.00% |