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 | 0.60% | 1.64 CHF | 1.65 CHF | 30,000 | 30,000 | 29,780 | 29,780 | 49,903 CHF | 50,201 CHF | 99.24% | 99.24% |
19/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 30,000 | 30,000 | 29,574 | 29,574 | 47,882 CHF | 48,179 CHF | 99.62% | 99.62% |
18/11/2024 | 0.69% | 1.53 CHF | 1.54 CHF | 30,000 | 30,000 | 29,988 | 29,988 | 43,106 CHF | 43,406 CHF | 99.88% | 99.88% |
15/11/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 30,000 | 30,000 | 29,924 | 29,924 | 36,674 CHF | 36,973 CHF | 99.84% | 99.84% |
14/11/2024 | 0.93% | 1.20 CHF | 1.21 CHF | 30,000 | 30,000 | 29,928 | 29,928 | 32,267 CHF | 32,567 CHF | 98.25% | 98.25% |
13/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 30,000 | 30,000 | 29,931 | 29,931 | 34,885 CHF | 35,185 CHF | 99.94% | 99.94% |
12/11/2024 | 0.82% | 1.11 CHF | 1.12 CHF | 30,000 | 30,000 | 29,925 | 29,925 | 36,368 CHF | 36,668 CHF | 99.76% | 99.76% |
11/11/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 30,000 | 30,000 | 29,802 | 29,802 | 41,575 CHF | 41,874 CHF | 99.62% | 99.62% |
08/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 30,000 | 30,000 | 29,986 | 29,986 | 29,099 CHF | 29,399 CHF | 98.01% | 98.01% |
07/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 49,998 | 49,998 | 54,015 CHF | 54,515 CHF | 99.82% | 99.82% |