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 | 1.72% | 0.60 CHF | 0.61 CHF | 76,000 | 76,000 | 74,443 | 74,443 | 42,825 CHF | 43,569 CHF | 99.44% | 99.44% |
19/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 76,000 | 76,000 | 76,393 | 76,393 | 49,995 CHF | 50,759 CHF | 100.00% | 100.00% |
18/11/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 76,000 | 76,000 | 74,298 | 74,298 | 42,085 CHF | 42,828 CHF | 99.88% | 99.88% |
15/11/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 41,179 CHF | 41,919 CHF | 100.00% | 100.00% |
14/11/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 41,510 CHF | 42,250 CHF | 98.50% | 98.50% |
13/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 42,761 CHF | 43,501 CHF | 100.00% | 100.00% |
12/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 74,000 | 74,000 | 73,957 | 73,957 | 39,803 CHF | 40,542 CHF | 99.90% | 99.90% |
11/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 34,649 CHF | 35,369 CHF | 100.00% | 100.00% |
08/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 35,664 CHF | 36,384 CHF | 98.30% | 98.30% |
07/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 72,000 | 72,000 | 71,984 | 71,984 | 32,913 CHF | 33,632 CHF | 100.00% | 100.00% |