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 | 1.18% | 0.84 CHF | 0.85 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 44,400 CHF | 44,927 CHF | 100.00% | 100.00% |
19/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 42,895 CHF | 43,430 CHF | 100.00% | 100.00% |
18/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 40,864 CHF | 41,399 CHF | 100.00% | 100.00% |
15/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 38,360 CHF | 38,901 CHF | 100.00% | 100.00% |
14/11/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 34,757 CHF | 35,305 CHF | 99.33% | 99.33% |
13/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 37,110 CHF | 37,655 CHF | 100.00% | 100.00% |
12/11/2024 | 1.45% | 0.64 CHF | 0.65 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 37,866 CHF | 38,419 CHF | 68.32% | 100.00% |
11/11/2024 | 1.20% | 0.78 CHF | 0.79 CHF | 55,000 | 55,000 | 52,699 | 52,699 | 43,670 CHF | 44,197 CHF | 99.93% | 99.93% |
08/11/2024 | 1.05% | 0.89 CHF | 0.90 CHF | 54,000 | 54,000 | 51,727 | 51,727 | 48,882 CHF | 49,399 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 51,000 | 51,000 | 49,705 | 49,705 | 58,294 CHF | 58,791 CHF | 98.53% | 98.53% |