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 | 1.31% | 0.74 CHF | 0.75 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 27,518 CHF | 27,877 CHF | 99.90% | 99.90% |
19/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 65,000 | 65,000 | 35,868 | 35,868 | 28,615 CHF | 28,975 CHF | 98.91% | 98.91% |
18/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 65,000 | 65,000 | 35,737 | 35,737 | 31,637 CHF | 31,996 CHF | 99.59% | 99.59% |
15/11/2024 | 1.12% | 0.93 CHF | 0.94 CHF | 65,000 | 65,000 | 35,701 | 35,701 | 32,755 CHF | 33,113 CHF | 99.89% | 99.89% |
14/11/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 65,000 | 65,000 | 36,260 | 36,260 | 34,428 CHF | 34,792 CHF | 98.84% | 98.84% |
13/11/2024 | 1.17% | 0.92 CHF | 0.93 CHF | 65,000 | 65,000 | 35,806 | 35,806 | 31,456 CHF | 31,814 CHF | 100.00% | 100.00% |
12/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 33,385 | 33,385 | 29,107 CHF | 29,442 CHF | 100.00% | 100.00% |
11/11/2024 | 1.42% | 0.81 CHF | 0.82 CHF | 65,000 | 65,000 | 35,514 | 35,514 | 26,434 CHF | 26,793 CHF | 99.93% | 99.93% |
08/11/2024 | 2.80% | 0.66 CHF | 0.67 CHF | 65,000 | 65,000 | 24,621 | 24,621 | 16,295 CHF | 16,565 CHF | 100.00% | 100.00% |
07/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 28,763 | 28,763 | 18,853 CHF | 19,142 CHF | 98.68% | 98.68% |