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 | 1.36% | 0.66 CHF | 0.67 CHF | 104,000 | 104,000 | 102,621 | 102,621 | 75,361 CHF | 76,388 CHF | 93.41% | 100.00% |
19/11/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 76,222 CHF | 77,250 CHF | 100.00% | 100.00% |
18/11/2024 | 1.44% | 0.76 CHF | 0.77 CHF | 102,000 | 102,000 | 103,262 | 103,262 | 71,261 CHF | 72,294 CHF | 41.23% | 100.00% |
15/11/2024 | 0.94% | 0.86 CHF | 1.06 CHF | 100,000 | 97,000 | 97,000 | 97,000 | 102,414 CHF | 103,384 CHF | 0.20% | 100.00% |
14/11/2024 | - | 1.15 CHF | 1.01 CHF | 96,000 | 1,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 0.73 CHF | - CHF | 103,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 0.79 CHF | - CHF | 102,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 0.79 CHF | - CHF | 102,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 103,000 | 103,000 | 102,712 | 102,712 | 73,484 CHF | 74,512 CHF | 99.50% | 100.00% |
07/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 102,000 | 102,000 | 101,956 | 101,956 | 75,366 CHF | 76,386 CHF | 25.76% | 100.00% |