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 | 6.50% | 0.22 CHF | 0.23 CHF | 91,000 | 91,000 | 40,581 | 40,581 | 10,319 CHF | 10,933 CHF | 99.90% | 99.90% |
19/11/2024 | 8.40% | 0.20 CHF | 0.21 CHF | 92,000 | 92,000 | 40,990 | 40,990 | 8,290 CHF | 8,911 CHF | 100.00% | 100.00% |
18/11/2024 | 8.51% | 0.22 CHF | 0.23 CHF | 91,000 | 91,000 | 40,850 | 40,850 | 8,339 CHF | 8,958 CHF | 99.90% | 99.90% |
15/11/2024 | 6.79% | 0.19 CHF | 0.20 CHF | 91,000 | 91,000 | 40,559 | 40,559 | 9,668 CHF | 10,282 CHF | 99.90% | 99.90% |
14/11/2024 | 5.57% | 0.28 CHF | 0.29 CHF | 90,000 | 90,000 | 40,336 | 40,336 | 12,135 CHF | 12,747 CHF | 100.00% | 100.00% |
13/11/2024 | 5.34% | 0.31 CHF | 0.32 CHF | 90,000 | 90,000 | 40,406 | 40,406 | 12,853 CHF | 13,465 CHF | 100.00% | 100.00% |
12/11/2024 | 4.95% | 0.35 CHF | 0.36 CHF | 89,000 | 89,000 | 40,202 | 40,202 | 14,216 CHF | 14,826 CHF | 99.87% | 99.87% |
11/11/2024 | 4.49% | 0.36 CHF | 0.37 CHF | 89,000 | 89,000 | 40,173 | 40,173 | 15,490 CHF | 16,100 CHF | 99.62% | 99.62% |
08/11/2024 | 4.59% | 0.40 CHF | 0.41 CHF | 89,000 | 89,000 | 40,232 | 40,232 | 15,627 CHF | 16,238 CHF | 100.00% | 100.00% |
07/11/2024 | 4.48% | 0.38 CHF | 0.39 CHF | 90,000 | 90,000 | 40,307 | 40,307 | 15,847 CHF | 16,458 CHF | 99.89% | 99.89% |