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 | 1.22% | 0.89 CHF | 0.90 CHF | 165,000 | 165,000 | 72,208 | 72,208 | 60,819 CHF | 61,543 CHF | 99.57% | 99.57% |
19/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 160,000 | 160,000 | 71,488 | 71,488 | 61,373 CHF | 62,101 CHF | 99.24% | 99.24% |
18/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 170,000 | 170,000 | 75,913 | 75,913 | 71,317 CHF | 72,077 CHF | 99.90% | 99.90% |
15/11/2024 | 1.09% | 0.97 CHF | 0.98 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 66,437 CHF | 67,132 CHF | 91.93% | 91.93% |
14/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 66,140 | 66,140 | 46,962 CHF | 47,632 CHF | 99.72% | 99.72% |
13/11/2024 | 1.26% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 70,323 | 70,323 | 55,630 CHF | 56,335 CHF | 99.93% | 99.93% |
12/11/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 160,000 | 160,000 | 70,296 | 70,296 | 55,999 CHF | 56,704 CHF | 99.90% | 99.90% |
11/11/2024 | 1.64% | 0.78 CHF | 0.79 CHF | 155,000 | 155,000 | 63,858 | 63,858 | 48,653 CHF | 49,349 CHF | 99.90% | 99.90% |
08/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 150,000 | 150,000 | 69,240 | 69,240 | 49,333 CHF | 50,026 CHF | 97.44% | 97.44% |
07/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 160,000 | 160,000 | 71,180 | 71,180 | 56,838 CHF | 57,551 CHF | 100.00% | 100.00% |