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 | 1.47% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 68,116 | 68,116 | 47,422 CHF | 48,104 CHF | 99.32% | 99.32% |
19/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 67,847 | 67,847 | 45,268 CHF | 45,951 CHF | 100.00% | 100.00% |
18/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 140,000 | 140,000 | 65,907 | 65,907 | 49,963 CHF | 50,624 CHF | 99.80% | 99.80% |
15/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 140,000 | 140,000 | 65,863 | 65,863 | 48,123 CHF | 48,782 CHF | 99.72% | 99.72% |
14/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 140,000 | 140,000 | 65,338 | 65,338 | 52,166 CHF | 52,822 CHF | 98.62% | 98.62% |
13/11/2024 | 1.34% | 0.80 CHF | 0.81 CHF | 140,000 | 140,000 | 65,278 | 65,278 | 50,559 CHF | 51,215 CHF | 100.00% | 100.00% |
12/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 140,000 | 140,000 | 65,137 | 65,137 | 50,566 CHF | 51,222 CHF | 99.76% | 99.76% |
11/11/2024 | 1.51% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 67,217 | 67,217 | 47,791 CHF | 48,468 CHF | 99.90% | 99.90% |
08/11/2024 | 1.74% | 0.63 CHF | 0.64 CHF | 160,000 | 160,000 | 75,171 | 75,171 | 45,036 CHF | 45,792 CHF | 99.06% | 99.06% |
07/11/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 160,000 | 160,000 | 72,027 | 72,027 | 43,853 CHF | 44,577 CHF | 99.68% | 99.68% |