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 | 1.72% | 0.84 CHF | 0.85 CHF | 132,000 | 132,000 | 58,460 | 58,460 | 51,599 CHF | 52,359 CHF | 99.34% | 99.34% |
19/11/2024 | 1.71% | 0.90 CHF | 0.91 CHF | 131,000 | 131,000 | 58,576 | 58,576 | 52,311 CHF | 53,071 CHF | 100.00% | 100.00% |
18/11/2024 | 1.68% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 58,172 | 58,172 | 52,773 CHF | 53,530 CHF | 99.78% | 99.78% |
15/11/2024 | 1.71% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 58,101 | 58,101 | 52,751 CHF | 53,507 CHF | 100.00% | 100.00% |
14/11/2024 | 1.67% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 58,303 | 58,303 | 53,593 CHF | 54,353 CHF | 98.56% | 98.56% |
13/11/2024 | 1.57% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 57,751 | 57,751 | 55,078 CHF | 55,827 CHF | 99.80% | 99.80% |
12/11/2024 | 1.56% | 0.99 CHF | 1.00 CHF | 128,000 | 128,000 | 57,701 | 57,701 | 56,835 CHF | 57,584 CHF | 99.88% | 99.88% |
11/11/2024 | 1.60% | 1.00 CHF | 1.01 CHF | 128,000 | 128,000 | 57,767 | 57,767 | 56,862 CHF | 57,615 CHF | 99.90% | 99.90% |
08/11/2024 | 1.71% | 0.95 CHF | 0.96 CHF | 130,000 | 130,000 | 59,193 | 59,193 | 53,845 CHF | 54,612 CHF | 99.05% | 99.05% |
07/11/2024 | 1.69% | 0.88 CHF | 0.89 CHF | 133,000 | 133,000 | 59,023 | 59,023 | 53,375 CHF | 54,140 CHF | 100.00% | 100.00% |