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 | 2.61% | 0.64 CHF | 0.65 CHF | 60,000 | 60,000 | 35,763 | 35,763 | 21,608 CHF | 22,125 CHF | 99.90% | 99.90% |
19/11/2024 | 2.74% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 35,790 | 35,790 | 20,362 CHF | 20,878 CHF | 98.91% | 98.91% |
18/11/2024 | 2.75% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 35,750 | 35,750 | 16,858 CHF | 17,297 CHF | 99.59% | 99.59% |
15/11/2024 | 2.88% | 0.43 CHF | 0.44 CHF | 60,000 | 60,000 | 35,702 | 35,702 | 15,814 CHF | 16,251 CHF | 99.89% | 99.89% |
14/11/2024 | 2.57% | 0.46 CHF | 0.47 CHF | 60,000 | 60,000 | 36,893 | 36,893 | 15,085 CHF | 15,456 CHF | 98.84% | 98.84% |
13/11/2024 | 3.05% | 0.45 CHF | 0.46 CHF | 60,000 | 60,000 | 35,770 | 35,770 | 17,432 CHF | 17,942 CHF | 100.00% | 100.00% |
12/11/2024 | 3.48% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 33,132 | 33,132 | 16,268 CHF | 16,779 CHF | 100.00% | 100.00% |
11/11/2024 | 2.32% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 35,508 | 35,508 | 23,058 CHF | 23,575 CHF | 99.93% | 99.93% |
08/11/2024 | 3.34% | 0.74 CHF | 0.75 CHF | 60,000 | 60,000 | 22,732 | 22,732 | 16,699 CHF | 16,990 CHF | 99.50% | 99.50% |
07/11/2024 | 2.65% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 26,992 | 26,992 | 20,125 CHF | 20,586 CHF | 98.22% | 98.22% |