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 | 1.28% | 0.85 CHF | 0.86 CHF | 165,000 | 165,000 | 72,208 | 72,208 | 57,922 CHF | 58,646 CHF | 99.57% | 99.57% |
19/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 160,000 | 160,000 | 71,489 | 71,489 | 58,510 CHF | 59,238 CHF | 99.17% | 99.17% |
18/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 170,000 | 170,000 | 75,916 | 75,916 | 68,334 CHF | 69,094 CHF | 99.90% | 99.90% |
15/11/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 63,692 CHF | 64,387 CHF | 91.93% | 91.93% |
14/11/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 150,000 | 150,000 | 66,142 | 66,142 | 44,208 CHF | 44,878 CHF | 99.72% | 99.72% |
13/11/2024 | 1.32% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 70,319 | 70,319 | 52,776 CHF | 53,480 CHF | 99.92% | 99.92% |
12/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 160,000 | 160,000 | 70,305 | 70,305 | 53,167 CHF | 53,871 CHF | 99.86% | 99.86% |
11/11/2024 | 1.73% | 0.74 CHF | 0.75 CHF | 155,000 | 155,000 | 63,860 | 63,860 | 46,048 CHF | 46,744 CHF | 99.90% | 99.90% |
08/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 69,287 | 69,287 | 46,524 CHF | 47,219 CHF | 97.38% | 97.38% |
07/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 160,000 | 160,000 | 71,181 | 71,181 | 53,981 CHF | 54,695 CHF | 100.00% | 100.00% |