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 | 1.38% | 1.54 CHF | 1.56 CHF | 28,300 | 28,300 | 27,960 | 27,960 | 40,214 CHF | 40,773 CHF | 100.00% | 100.00% |
19/11/2024 | 1.34% | 1.49 CHF | 1.51 CHF | 30,900 | 30,900 | 30,909 | 30,909 | 45,807 CHF | 46,426 CHF | 100.00% | 100.00% |
18/11/2024 | 1.45% | 1.36 CHF | 1.38 CHF | 32,000 | 32,000 | 32,113 | 32,113 | 44,015 CHF | 44,657 CHF | 100.00% | 100.00% |
15/11/2024 | 1.60% | 1.29 CHF | 1.31 CHF | 34,900 | 34,900 | 34,594 | 34,594 | 42,944 CHF | 43,636 CHF | 100.00% | 100.00% |
14/11/2024 | 1.63% | 1.16 CHF | 1.18 CHF | 33,000 | 33,000 | 33,142 | 33,142 | 40,368 CHF | 41,030 CHF | 100.00% | 100.00% |
13/11/2024 | 1.64% | 1.23 CHF | 1.25 CHF | 36,200 | 36,200 | 36,099 | 36,099 | 43,758 CHF | 44,480 CHF | 100.00% | 100.00% |
12/11/2024 | 1.91% | 1.15 CHF | 1.17 CHF | 44,100 | 44,100 | 43,365 | 43,365 | 45,058 CHF | 45,925 CHF | 100.00% | 100.00% |
11/11/2024 | 2.10% | 0.94 CHF | 0.96 CHF | 34,900 | 34,900 | 34,953 | 34,953 | 32,952 CHF | 33,651 CHF | 100.00% | 100.00% |
08/11/2024 | 1.82% | 1.13 CHF | 1.15 CHF | 44,100 | 44,100 | 43,796 | 43,796 | 47,723 CHF | 48,599 CHF | 99.19% | 99.19% |
07/11/2024 | 1.99% | 0.94 CHF | 0.96 CHF | 34,300 | 34,300 | 34,453 | 34,453 | 34,419 CHF | 35,108 CHF | 100.00% | 100.00% |