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 | 1.84% | 0.55 CHF | 0.56 CHF | 220,000 | 220,000 | 101,098 | 101,098 | 55,886 CHF | 56,899 CHF | 99.29% | 99.29% |
19/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 230,000 | 230,000 | 101,939 | 101,939 | 54,355 CHF | 55,380 CHF | 99.98% | 99.98% |
18/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 220,000 | 220,000 | 99,984 | 99,984 | 58,999 CHF | 60,001 CHF | 99.78% | 99.78% |
15/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 220,000 | 220,000 | 100,399 | 100,399 | 57,853 CHF | 58,859 CHF | 99.70% | 99.70% |
14/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 210,000 | 210,000 | 98,218 | 98,218 | 60,602 CHF | 61,588 CHF | 98.38% | 98.38% |
13/11/2024 | 1.72% | 0.62 CHF | 0.63 CHF | 210,000 | 210,000 | 97,787 | 97,787 | 58,474 CHF | 59,457 CHF | 99.88% | 99.88% |
12/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 220,000 | 220,000 | 101,633 | 101,633 | 60,306 CHF | 61,327 CHF | 80.00% | 80.00% |
11/11/2024 | 1.90% | 0.59 CHF | 0.60 CHF | 220,000 | 220,000 | 99,031 | 99,031 | 54,990 CHF | 55,987 CHF | 94.18% | 94.18% |
08/11/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 230,000 | 230,000 | 102,336 | 102,336 | 49,210 CHF | 50,239 CHF | 95.51% | 95.51% |
07/11/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 230,000 | 230,000 | 101,285 | 101,285 | 49,321 CHF | 50,338 CHF | 98.90% | 98.90% |