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 | 2.82% | 0.58 CHF | 0.59 CHF | 91,000 | 91,000 | 40,580 | 40,580 | 25,020 CHF | 25,635 CHF | 99.90% | 99.90% |
19/11/2024 | 3.13% | 0.56 CHF | 0.57 CHF | 92,000 | 92,000 | 40,992 | 40,992 | 23,117 CHF | 23,738 CHF | 100.00% | 100.00% |
18/11/2024 | 3.13% | 0.58 CHF | 0.59 CHF | 91,000 | 91,000 | 40,851 | 40,851 | 23,202 CHF | 23,821 CHF | 99.90% | 99.90% |
15/11/2024 | 2.85% | 0.55 CHF | 0.56 CHF | 91,000 | 91,000 | 40,559 | 40,559 | 24,452 CHF | 25,066 CHF | 99.90% | 99.90% |
14/11/2024 | 2.63% | 0.64 CHF | 0.65 CHF | 90,000 | 90,000 | 40,336 | 40,336 | 26,731 CHF | 27,343 CHF | 100.00% | 100.00% |
13/11/2024 | 2.58% | 0.67 CHF | 0.68 CHF | 90,000 | 90,000 | 40,408 | 40,408 | 27,445 CHF | 28,058 CHF | 100.00% | 100.00% |
12/11/2024 | 2.49% | 0.71 CHF | 0.72 CHF | 89,000 | 89,000 | 40,204 | 40,204 | 28,676 CHF | 29,286 CHF | 99.85% | 99.85% |
11/11/2024 | 2.38% | 0.72 CHF | 0.73 CHF | 89,000 | 89,000 | 40,069 | 40,069 | 29,749 CHF | 30,357 CHF | 99.55% | 99.55% |
08/11/2024 | 2.40% | 0.75 CHF | 0.76 CHF | 89,000 | 89,000 | 40,337 | 40,337 | 30,054 CHF | 30,666 CHF | 99.46% | 99.46% |
07/11/2024 | 2.38% | 0.74 CHF | 0.75 CHF | 90,000 | 90,000 | 40,308 | 40,308 | 30,148 CHF | 30,759 CHF | 99.90% | 99.90% |