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 | 2.80% | 0.79 CHF | 0.80 CHF | 30,000 | 30,000 | 16,261 | 16,261 | 13,384 CHF | 13,703 CHF | 99.83% | 99.83% |
19/11/2024 | 3.10% | 0.76 CHF | 0.77 CHF | 40,000 | 40,000 | 18,503 | 18,503 | 13,766 CHF | 14,107 CHF | 99.26% | 99.26% |
18/11/2024 | 3.12% | 0.72 CHF | 0.73 CHF | 40,000 | 40,000 | 12,772 | 12,772 | 9,268 CHF | 9,477 CHF | 98.63% | 98.63% |
15/11/2024 | 3.31% | 0.75 CHF | 0.76 CHF | 40,000 | 40,000 | 18,625 | 18,625 | 13,285 CHF | 13,625 CHF | 99.57% | 99.57% |
14/11/2024 | 3.75% | 0.66 CHF | 0.67 CHF | 40,000 | 40,000 | 18,590 | 18,590 | 11,434 CHF | 11,775 CHF | 99.73% | 99.73% |
13/11/2024 | 3.80% | 0.65 CHF | 0.66 CHF | 40,000 | 40,000 | 18,819 | 18,819 | 11,693 CHF | 12,034 CHF | 96.46% | 96.46% |
12/11/2024 | 3.20% | 0.61 CHF | 0.62 CHF | 40,000 | 40,000 | 18,659 | 18,659 | 12,749 CHF | 13,089 CHF | 98.98% | 98.98% |
11/11/2024 | 6.74% | 0.80 CHF | 0.81 CHF | 40,000 | 40,000 | 6,555 | 6,555 | 5,341 CHF | 5,623 CHF | 98.96% | 98.96% |
08/11/2024 | 3.54% | 0.78 CHF | 0.79 CHF | 40,000 | 40,000 | 18,538 | 18,538 | 12,715 CHF | 13,055 CHF | 99.78% | 99.78% |
07/11/2024 | 3.58% | 0.66 CHF | 0.67 CHF | 40,000 | 40,000 | 18,577 | 18,577 | 11,932 CHF | 12,272 CHF | 98.84% | 98.84% |