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 | 1.46% | 0.75 CHF | 0.76 CHF | 165,000 | 165,000 | 72,207 | 72,207 | 50,745 CHF | 51,469 CHF | 99.57% | 99.57% |
19/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 160,000 | 160,000 | 71,489 | 71,489 | 51,450 CHF | 52,178 CHF | 99.21% | 99.21% |
18/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 170,000 | 170,000 | 75,913 | 75,913 | 60,838 CHF | 61,599 CHF | 99.90% | 99.90% |
15/11/2024 | 1.28% | 0.83 CHF | 0.84 CHF | 170,000 | 170,000 | 69,356 | 69,356 | 56,803 CHF | 57,498 CHF | 91.93% | 91.93% |
14/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 150,000 | 150,000 | 66,141 | 66,141 | 37,632 CHF | 38,302 CHF | 99.72% | 99.72% |
13/11/2024 | 1.52% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 70,322 | 70,322 | 45,849 CHF | 46,553 CHF | 99.93% | 99.93% |
12/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 160,000 | 160,000 | 70,292 | 70,292 | 46,240 CHF | 46,944 CHF | 99.90% | 99.90% |
11/11/2024 | 2.00% | 0.64 CHF | 0.65 CHF | 155,000 | 155,000 | 63,858 | 63,858 | 39,777 CHF | 40,472 CHF | 99.90% | 99.90% |
08/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 150,000 | 150,000 | 69,288 | 69,288 | 39,774 CHF | 40,468 CHF | 97.38% | 97.38% |
07/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 160,000 | 160,000 | 71,181 | 71,181 | 47,017 CHF | 47,730 CHF | 100.00% | 100.00% |