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 | 2.26% | 0.47 CHF | 0.49 CHF | 26,200 | 26,200 | 171,300 | 171,300 | 76,917 CHF | 78,638 CHF | 98.90% | 98.90% |
19/11/2024 | 2.87% | 0.41 CHF | 0.43 CHF | 31,400 | 31,400 | 209,240 | 209,240 | 73,830 CHF | 75,932 CHF | 98.73% | 98.73% |
18/11/2024 | 2.90% | 0.34 CHF | 0.36 CHF | 31,000 | 31,000 | 197,584 | 197,584 | 69,386 CHF | 71,372 CHF | 98.94% | 98.94% |
15/11/2024 | 2.38% | 0.39 CHF | 0.42 CHF | 18,400 | 18,400 | 116,527 | 116,527 | 52,546 CHF | 53,723 CHF | 98.94% | 98.94% |
14/11/2024 | 1.60% | 0.64 CHF | 0.67 CHF | 16,600 | 16,600 | 107,631 | 107,631 | 70,874 CHF | 71,961 CHF | 98.85% | 98.85% |
13/11/2024 | 1.67% | 0.68 CHF | 0.71 CHF | 17,700 | 17,700 | 114,638 | 114,638 | 72,009 CHF | 73,166 CHF | 98.87% | 98.87% |
12/11/2024 | 1.65% | 0.60 CHF | 0.63 CHF | 13,600 | 13,600 | 87,815 | 87,815 | 56,340 CHF | 57,226 CHF | 98.75% | 98.75% |
11/11/2024 | 1.35% | 0.83 CHF | 0.86 CHF | 16,700 | 16,700 | 107,859 | 107,859 | 84,153 CHF | 85,242 CHF | 98.90% | 98.90% |
08/11/2024 | 1.60% | 0.66 CHF | 0.68 CHF | 19,500 | 19,500 | 127,331 | 127,331 | 81,396 CHF | 82,676 CHF | 97.79% | 97.79% |
07/11/2024 | 1.77% | 0.59 CHF | 0.62 CHF | 16,100 | 16,100 | 103,937 | 103,937 | 62,358 CHF | 63,407 CHF | 98.90% | 98.90% |