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 | 3.96% | 0.62 CHF | 0.63 CHF | 40,000 | 40,000 | 18,568 | 18,568 | 10,878 CHF | 11,218 CHF | 99.32% | 99.32% |
19/11/2024 | 3.60% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 26,013 | 26,013 | 12,073 CHF | 12,462 CHF | 98.87% | 98.87% |
18/11/2024 | 4.13% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 25,988 | 25,988 | 10,873 CHF | 11,264 CHF | 99.70% | 99.70% |
15/11/2024 | 3.54% | 0.47 CHF | 0.48 CHF | 40,000 | 40,000 | 18,657 | 18,657 | 9,256 CHF | 9,545 CHF | 99.35% | 99.35% |
14/11/2024 | 3.88% | 0.47 CHF | 0.48 CHF | 40,000 | 40,000 | 18,423 | 18,423 | 10,112 CHF | 10,451 CHF | 96.88% | 96.88% |
13/11/2024 | 3.03% | 0.61 CHF | 0.62 CHF | 40,000 | 40,000 | 18,614 | 18,614 | 11,002 CHF | 11,290 CHF | 99.09% | 99.09% |
12/11/2024 | 3.67% | 0.56 CHF | 0.57 CHF | 40,000 | 40,000 | 18,585 | 18,585 | 11,454 CHF | 11,794 CHF | 99.42% | 99.42% |
11/11/2024 | 3.46% | 0.68 CHF | 0.69 CHF | 40,000 | 40,000 | 18,538 | 18,538 | 12,575 CHF | 12,915 CHF | 99.38% | 99.38% |
08/11/2024 | 3.47% | 0.72 CHF | 0.73 CHF | 40,000 | 40,000 | 18,654 | 18,654 | 12,567 CHF | 12,907 CHF | 98.90% | 98.90% |
07/11/2024 | 3.47% | 0.60 CHF | 0.61 CHF | 40,000 | 40,000 | 18,599 | 18,599 | 12,162 CHF | 12,502 CHF | 99.90% | 99.90% |