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 | 3.16% | 0.35 CHF | 0.36 CHF | 90,000 | 90,000 | 49,342 | 49,342 | 16,010 CHF | 16,505 CHF | 99.90% | 99.90% |
19/11/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 108,400 | 108,400 | 59,647 | 59,647 | 18,251 CHF | 18,849 CHF | 98.91% | 98.91% |
18/11/2024 | 4.02% | 0.27 CHF | 0.28 CHF | 132,300 | 132,300 | 72,523 | 72,523 | 18,378 CHF | 19,106 CHF | 99.20% | 99.20% |
15/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 121,000 | 121,000 | 66,238 | 66,238 | 15,866 CHF | 16,531 CHF | 99.89% | 99.89% |
14/11/2024 | 4.71% | 0.25 CHF | 0.26 CHF | 123,900 | 123,900 | 69,161 | 69,161 | 15,197 CHF | 15,890 CHF | 98.85% | 98.85% |
13/11/2024 | 3.74% | 0.24 CHF | 0.25 CHF | 111,900 | 111,900 | 61,475 | 61,475 | 16,211 CHF | 16,827 CHF | 100.00% | 100.00% |
12/11/2024 | 3.73% | 0.28 CHF | 0.28 CHF | 94,300 | 94,300 | 48,334 | 48,334 | 13,102 CHF | 13,587 CHF | 100.00% | 100.00% |
11/11/2024 | 2.36% | 0.32 CHF | 0.33 CHF | 56,100 | 56,100 | 30,610 | 30,610 | 12,897 CHF | 13,206 CHF | 99.93% | 99.93% |
08/11/2024 | 3.65% | 0.53 CHF | 0.54 CHF | 54,300 | 54,300 | 20,508 | 20,508 | 10,847 CHF | 11,072 CHF | 100.00% | 100.00% |
07/11/2024 | 2.21% | 0.56 CHF | 0.57 CHF | 51,000 | 51,000 | 24,344 | 24,344 | 13,067 CHF | 13,329 CHF | 98.68% | 98.68% |