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 | 1.15% | 1.69 CHF | 1.71 CHF | 30,000 | 30,000 | 29,524 | 29,524 | 51,856 CHF | 52,447 CHF | 99.15% | 99.15% |
19/11/2024 | 1.28% | 1.60 CHF | 1.62 CHF | 30,000 | 30,000 | 29,150 | 29,150 | 46,712 CHF | 47,297 CHF | 99.71% | 99.71% |
18/11/2024 | 1.22% | 1.65 CHF | 1.67 CHF | 30,000 | 30,000 | 29,924 | 29,924 | 49,075 CHF | 49,674 CHF | 99.88% | 99.88% |
15/11/2024 | 1.40% | 1.56 CHF | 1.58 CHF | 30,000 | 30,000 | 29,230 | 29,230 | 42,621 CHF | 43,207 CHF | 99.47% | 99.47% |
14/11/2024 | 1.40% | 1.66 CHF | 1.68 CHF | 30,000 | 30,000 | 29,003 | 29,003 | 42,859 CHF | 43,441 CHF | 97.59% | 97.59% |
13/11/2024 | 1.22% | 1.68 CHF | 1.70 CHF | 30,000 | 30,000 | 29,160 | 29,160 | 48,990 CHF | 49,575 CHF | 99.86% | 99.86% |
12/11/2024 | 1.28% | 1.49 CHF | 1.51 CHF | 30,000 | 30,000 | 29,319 | 29,319 | 46,808 CHF | 47,396 CHF | 99.87% | 99.87% |
11/11/2024 | 1.16% | 1.78 CHF | 1.80 CHF | 30,000 | 30,000 | 28,806 | 28,806 | 51,600 CHF | 52,179 CHF | 96.57% | 96.57% |
08/11/2024 | 1.20% | 1.75 CHF | 1.77 CHF | 30,000 | 30,000 | 28,700 | 28,700 | 50,121 CHF | 50,706 CHF | 95.59% | 95.59% |
07/11/2024 | 1.13% | 1.83 CHF | 1.85 CHF | 30,000 | 30,000 | 28,065 | 28,065 | 52,732 CHF | 53,298 CHF | 93.31% | 93.31% |