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 | 1.73% | 0.83 CHF | 0.84 CHF | 132,000 | 132,000 | 58,468 | 58,468 | 51,286 CHF | 52,046 CHF | 99.39% | 99.39% |
19/11/2024 | 1.72% | 0.89 CHF | 0.90 CHF | 131,000 | 131,000 | 58,565 | 58,565 | 52,019 CHF | 52,780 CHF | 100.00% | 100.00% |
18/11/2024 | 1.70% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 58,097 | 58,097 | 52,336 CHF | 53,092 CHF | 99.68% | 99.68% |
15/11/2024 | 1.72% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 58,117 | 58,117 | 52,490 CHF | 53,245 CHF | 100.00% | 100.00% |
14/11/2024 | 1.68% | 0.90 CHF | 0.91 CHF | 130,000 | 130,000 | 58,307 | 58,307 | 53,377 CHF | 54,138 CHF | 98.47% | 98.47% |
13/11/2024 | 1.59% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 57,511 | 57,511 | 54,516 CHF | 55,263 CHF | 99.09% | 99.09% |
12/11/2024 | 1.57% | 0.99 CHF | 1.00 CHF | 128,000 | 128,000 | 57,718 | 57,718 | 56,573 CHF | 57,322 CHF | 99.81% | 99.81% |
11/11/2024 | 1.60% | 1.00 CHF | 1.01 CHF | 128,000 | 128,000 | 57,768 | 57,768 | 56,565 CHF | 57,318 CHF | 99.90% | 99.90% |
08/11/2024 | 1.72% | 0.94 CHF | 0.95 CHF | 130,000 | 130,000 | 59,196 | 59,196 | 53,520 CHF | 54,288 CHF | 99.04% | 99.04% |
07/11/2024 | 1.69% | 0.88 CHF | 0.89 CHF | 133,000 | 133,000 | 59,035 | 59,035 | 53,106 CHF | 53,871 CHF | 99.96% | 99.96% |