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 | 2.09% | 0.51 CHF | 0.54 CHF | 17,000 | 17,000 | 106,235 | 106,235 | 53,108 CHF | 54,180 CHF | 98.90% | 98.90% |
19/11/2024 | 2.87% | 0.44 CHF | 0.47 CHF | 17,000 | 17,000 | 109,990 | 109,990 | 39,872 CHF | 40,982 CHF | 98.74% | 98.74% |
18/11/2024 | 2.94% | 0.33 CHF | 0.36 CHF | 18,000 | 18,000 | 109,138 | 109,138 | 39,165 CHF | 40,267 CHF | 98.94% | 98.94% |
15/11/2024 | 2.38% | 0.39 CHF | 0.42 CHF | 17,000 | 17,000 | 106,822 | 106,822 | 48,066 CHF | 49,145 CHF | 98.94% | 98.94% |
14/11/2024 | 1.67% | 0.62 CHF | 0.65 CHF | 16,000 | 16,000 | 103,250 | 103,250 | 65,226 CHF | 66,268 CHF | 98.85% | 98.85% |
13/11/2024 | 1.74% | 0.65 CHF | 0.68 CHF | 16,000 | 16,000 | 103,244 | 103,244 | 62,315 CHF | 63,357 CHF | 98.87% | 98.87% |
12/11/2024 | 1.72% | 0.58 CHF | 0.61 CHF | 16,000 | 16,000 | 103,312 | 103,312 | 63,381 CHF | 64,424 CHF | 98.76% | 98.76% |
11/11/2024 | 1.50% | 0.74 CHF | 0.77 CHF | 16,000 | 16,000 | 101,255 | 101,255 | 70,735 CHF | 71,757 CHF | 98.90% | 98.90% |
08/11/2024 | 1.83% | 0.59 CHF | 0.62 CHF | 16,000 | 16,000 | 104,245 | 104,245 | 59,861 CHF | 60,914 CHF | 97.78% | 97.78% |
07/11/2024 | 2.00% | 0.52 CHF | 0.55 CHF | 17,000 | 17,000 | 104,752 | 104,752 | 55,462 CHF | 56,519 CHF | 98.90% | 98.90% |