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 | 1.57% | 0.71 CHF | 0.72 CHF | 165,000 | 165,000 | 72,211 | 72,211 | 47,464 CHF | 48,188 CHF | 99.57% | 99.57% |
19/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 160,000 | 160,000 | 71,491 | 71,491 | 48,260 CHF | 48,989 CHF | 99.18% | 99.18% |
18/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 170,000 | 170,000 | 75,918 | 75,918 | 57,393 CHF | 58,154 CHF | 99.90% | 99.90% |
15/11/2024 | 1.36% | 0.79 CHF | 0.80 CHF | 170,000 | 170,000 | 69,177 | 69,177 | 53,516 CHF | 54,209 CHF | 91.62% | 91.62% |
14/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 66,140 | 66,140 | 34,719 CHF | 35,388 CHF | 99.72% | 99.72% |
13/11/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 150,000 | 150,000 | 70,324 | 70,324 | 42,711 CHF | 43,416 CHF | 99.93% | 99.93% |
12/11/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 160,000 | 160,000 | 70,309 | 70,309 | 43,077 CHF | 43,782 CHF | 99.86% | 99.86% |
11/11/2024 | 2.16% | 0.60 CHF | 0.61 CHF | 155,000 | 155,000 | 63,860 | 63,860 | 36,935 CHF | 37,630 CHF | 99.90% | 99.90% |
08/11/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 150,000 | 150,000 | 69,269 | 69,269 | 36,679 CHF | 37,373 CHF | 97.36% | 97.36% |
07/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 160,000 | 160,000 | 71,181 | 71,181 | 43,868 CHF | 44,581 CHF | 100.00% | 100.00% |