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 | 2.74% | 0.40 CHF | 0.43 CHF | 17,000 | 17,000 | 106,235 | 106,235 | 40,471 CHF | 41,544 CHF | 98.90% | 98.90% |
19/11/2024 | 4.25% | 0.32 CHF | 0.35 CHF | 17,000 | 17,000 | 109,989 | 109,989 | 26,833 CHF | 27,944 CHF | 98.73% | 98.73% |
18/11/2024 | 4.38% | 0.21 CHF | 0.24 CHF | 18,000 | 18,000 | 109,138 | 109,138 | 26,154 CHF | 27,257 CHF | 98.94% | 98.94% |
15/11/2024 | 3.26% | 0.27 CHF | 0.30 CHF | 17,000 | 17,000 | 106,822 | 106,822 | 35,241 CHF | 36,320 CHF | 98.94% | 98.94% |
14/11/2024 | 2.06% | 0.49 CHF | 0.52 CHF | 16,000 | 16,000 | 103,250 | 103,250 | 52,679 CHF | 53,722 CHF | 98.85% | 98.85% |
13/11/2024 | 2.17% | 0.53 CHF | 0.56 CHF | 16,000 | 16,000 | 103,244 | 103,244 | 49,738 CHF | 50,780 CHF | 98.87% | 98.87% |
12/11/2024 | 2.14% | 0.46 CHF | 0.49 CHF | 16,000 | 16,000 | 103,312 | 103,312 | 50,752 CHF | 51,795 CHF | 98.75% | 98.75% |
11/11/2024 | 1.83% | 0.61 CHF | 0.64 CHF | 16,000 | 16,000 | 101,255 | 101,255 | 57,960 CHF | 58,983 CHF | 98.90% | 98.90% |
08/11/2024 | 2.32% | 0.47 CHF | 0.50 CHF | 16,000 | 16,000 | 104,245 | 104,245 | 47,331 CHF | 48,383 CHF | 97.78% | 97.78% |
07/11/2024 | 2.60% | 0.40 CHF | 0.43 CHF | 17,000 | 17,000 | 104,752 | 104,752 | 42,860 CHF | 43,918 CHF | 98.90% | 98.90% |