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 | 1.58% | 1.87 CHF | 1.88 CHF | 20,100 | 20,100 | 8,886 | 8,886 | 17,042 CHF | 17,247 CHF | 99.34% | 99.34% |
19/11/2024 | 1.67% | 1.87 CHF | 1.88 CHF | 21,300 | 21,300 | 9,513 | 9,513 | 17,752 CHF | 17,972 CHF | 98.70% | 98.70% |
18/11/2024 | 1.57% | 1.69 CHF | 1.70 CHF | 26,500 | 26,500 | 11,259 | 11,259 | 17,544 CHF | 17,747 CHF | 99.78% | 99.78% |
15/11/2024 | 1.73% | 1.33 CHF | 1.34 CHF | 28,400 | 28,400 | 12,841 | 12,841 | 17,062 CHF | 17,293 CHF | 99.90% | 99.90% |
14/11/2024 | 1.50% | 1.44 CHF | 1.45 CHF | 26,000 | 26,000 | 11,520 | 11,520 | 17,243 CHF | 17,450 CHF | 98.42% | 98.42% |
13/11/2024 | 1.47% | 1.81 CHF | 1.82 CHF | 23,400 | 23,400 | 10,621 | 10,621 | 17,841 CHF | 18,035 CHF | 99.63% | 99.63% |
12/11/2024 | 1.75% | 1.55 CHF | 1.56 CHF | 27,800 | 27,800 | 12,523 | 12,523 | 17,998 CHF | 18,228 CHF | 98.68% | 98.68% |
11/11/2024 | 1.75% | 1.36 CHF | 1.37 CHF | 38,600 | 38,600 | 17,851 | 17,851 | 20,186 CHF | 20,459 CHF | 99.88% | 99.88% |
08/11/2024 | 3.65% | 0.80 CHF | 0.81 CHF | 42,800 | 42,800 | 14,116 | 14,116 | 11,077 CHF | 11,337 CHF | 98.42% | 98.42% |
07/11/2024 | - | 1.07 CHF | - CHF | 35,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |