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 | 1.89% | 0.59 CHF | 0.60 CHF | 315,000 | 315,000 | 110,276 | 110,276 | 61,669 CHF | 62,773 CHF | 99.78% | 99.78% |
19/11/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 325,000 | 325,000 | 111,934 | 111,934 | 58,530 CHF | 59,651 CHF | 100.00% | 100.00% |
18/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 320,000 | 320,000 | 110,120 | 110,120 | 60,393 CHF | 61,495 CHF | 99.90% | 99.90% |
15/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 320,000 | 320,000 | 109,472 | 109,472 | 62,584 CHF | 63,680 CHF | 100.00% | 100.00% |
14/11/2024 | 1.75% | 0.61 CHF | 0.62 CHF | 310,000 | 310,000 | 105,388 | 105,388 | 62,367 CHF | 63,423 CHF | 100.00% | 100.00% |
13/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 315,000 | 315,000 | 109,306 | 109,306 | 62,539 CHF | 63,634 CHF | 100.00% | 100.00% |
12/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 315,000 | 315,000 | 109,253 | 109,253 | 64,321 CHF | 65,415 CHF | 100.00% | 100.00% |
11/11/2024 | 1.67% | 0.64 CHF | 0.65 CHF | 310,000 | 310,000 | 107,627 | 107,627 | 66,873 CHF | 67,950 CHF | 99.77% | 99.77% |
08/11/2024 | 2.35% | 0.62 CHF | 0.63 CHF | 315,000 | 315,000 | 87,358 | 87,358 | 52,068 CHF | 53,052 CHF | 99.21% | 99.21% |
07/11/2024 | - | 0.76 CHF | - CHF | 295,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |