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 | 1.83% | 0.61 CHF | 0.62 CHF | 165,000 | 165,000 | 72,210 | 72,210 | 40,695 CHF | 41,419 CHF | 99.57% | 99.57% |
19/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 160,000 | 160,000 | 71,490 | 71,490 | 41,607 CHF | 42,335 CHF | 99.19% | 99.19% |
18/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 170,000 | 170,000 | 75,917 | 75,917 | 50,289 CHF | 51,050 CHF | 99.90% | 99.90% |
15/11/2024 | 1.56% | 0.70 CHF | 0.71 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 47,116 CHF | 47,811 CHF | 91.93% | 91.93% |
14/11/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 66,106 | 66,106 | 28,554 CHF | 29,223 CHF | 99.72% | 99.72% |
13/11/2024 | 1.91% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 70,324 | 70,324 | 36,185 CHF | 36,890 CHF | 99.93% | 99.93% |
12/11/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 160,000 | 160,000 | 70,296 | 70,296 | 36,580 CHF | 37,284 CHF | 99.89% | 99.89% |
11/11/2024 | 2.57% | 0.51 CHF | 0.52 CHF | 155,000 | 155,000 | 63,862 | 63,862 | 31,077 CHF | 31,773 CHF | 99.90% | 99.90% |
08/11/2024 | 2.26% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 69,260 | 69,260 | 30,310 CHF | 31,003 CHF | 97.38% | 97.38% |
07/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 160,000 | 160,000 | 71,185 | 71,185 | 37,297 CHF | 38,010 CHF | 100.00% | 100.00% |