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 | 1.62% | 0.59 CHF | 0.60 CHF | 174,000 | 174,000 | 63,974 | 63,974 | 39,541 CHF | 40,183 CHF | 99.82% | 99.82% |
19/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 176,000 | 176,000 | 65,008 | 65,008 | 38,466 CHF | 39,117 CHF | 100.00% | 100.00% |
18/11/2024 | 1.76% | 0.61 CHF | 0.62 CHF | 174,000 | 174,000 | 65,041 | 65,041 | 37,344 CHF | 37,995 CHF | 99.90% | 99.90% |
15/11/2024 | 1.57% | 0.57 CHF | 0.58 CHF | 174,000 | 174,000 | 63,567 | 63,567 | 39,889 CHF | 40,526 CHF | 99.47% | 99.47% |
14/11/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 168,000 | 168,000 | 60,703 | 60,703 | 46,956 CHF | 47,564 CHF | 100.00% | 100.00% |
13/11/2024 | 1.18% | 0.75 CHF | 0.76 CHF | 168,000 | 168,000 | 60,936 | 60,936 | 50,781 CHF | 51,391 CHF | 100.00% | 100.00% |
12/11/2024 | 1.04% | 0.85 CHF | 0.86 CHF | 166,000 | 166,000 | 58,112 | 58,112 | 53,524 CHF | 54,106 CHF | 99.47% | 99.47% |
11/11/2024 | 0.86% | 1.08 CHF | 1.09 CHF | 158,000 | 158,000 | 57,801 | 57,801 | 65,622 CHF | 66,201 CHF | 99.89% | 99.89% |
08/11/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 152,000 | 152,000 | 56,115 | 56,115 | 70,241 CHF | 70,803 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 152,000 | 152,000 | 56,495 | 56,495 | 72,069 CHF | 72,637 CHF | 99.76% | 99.76% |