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 | 1.76% | 1.15 CHF | 1.16 CHF | 66,000 | 66,000 | 28,981 | 28,981 | 36,802 CHF | 37,325 CHF | 99.57% | 99.57% |
19/11/2024 | 2.02% | 1.33 CHF | 1.34 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 35,099 CHF | 35,623 CHF | 99.22% | 99.22% |
18/11/2024 | 1.76% | 1.05 CHF | 1.06 CHF | 68,000 | 68,000 | 30,453 | 30,453 | 31,280 CHF | 31,744 CHF | 99.90% | 99.90% |
15/11/2024 | 2.10% | 0.95 CHF | 0.96 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 27,594 CHF | 28,047 CHF | 91.62% | 91.62% |
14/11/2024 | 1.25% | 1.64 CHF | 1.66 CHF | 60,000 | 60,000 | 26,337 | 26,337 | 42,894 CHF | 43,410 CHF | 99.72% | 99.72% |
13/11/2024 | 1.15% | 1.54 CHF | 1.55 CHF | 60,000 | 60,000 | 28,223 | 28,223 | 39,587 CHF | 39,954 CHF | 99.93% | 99.93% |
12/11/2024 | 1.11% | 1.35 CHF | 1.36 CHF | 64,000 | 64,000 | 28,405 | 28,405 | 39,318 CHF | 39,687 CHF | 99.92% | 99.92% |
11/11/2024 | 1.18% | 1.42 CHF | 1.43 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 37,795 CHF | 38,152 CHF | 99.90% | 99.90% |
08/11/2024 | 1.00% | 1.64 CHF | 1.65 CHF | 60,000 | 60,000 | 27,951 | 27,951 | 43,906 CHF | 44,268 CHF | 97.41% | 97.41% |
07/11/2024 | 1.16% | 1.35 CHF | 1.36 CHF | 64,000 | 64,000 | 28,540 | 28,540 | 38,632 CHF | 39,001 CHF | 100.00% | 100.00% |