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 | 2.00% | 0.81 CHF | 0.82 CHF | 53,300 | 53,300 | 23,546 | 23,546 | 18,506 CHF | 18,812 CHF | 99.37% | 99.37% |
19/11/2024 | 1.92% | 0.81 CHF | 0.82 CHF | 48,900 | 48,900 | 21,698 | 21,698 | 17,549 CHF | 17,832 CHF | 99.98% | 99.98% |
18/11/2024 | 2.05% | 0.96 CHF | 0.97 CHF | 32,300 | 32,300 | 13,732 | 13,732 | 14,692 CHF | 14,938 CHF | 99.79% | 99.79% |
15/11/2024 | 1.84% | 1.27 CHF | 1.28 CHF | 32,000 | 32,000 | 14,448 | 14,448 | 18,369 CHF | 18,629 CHF | 99.90% | 99.90% |
14/11/2024 | 1.61% | 1.19 CHF | 1.20 CHF | 36,600 | 36,600 | 16,199 | 16,199 | 18,566 CHF | 18,809 CHF | 98.55% | 98.55% |
13/11/2024 | 1.69% | 0.94 CHF | 0.95 CHF | 37,600 | 37,600 | 17,113 | 17,113 | 17,358 CHF | 17,618 CHF | 100.00% | 100.00% |
12/11/2024 | 1.80% | 1.13 CHF | 1.14 CHF | 30,800 | 30,800 | 13,866 | 13,866 | 16,906 CHF | 17,161 CHF | 98.79% | 98.79% |
11/11/2024 | 1.67% | 1.36 CHF | 1.37 CHF | 15,300 | 15,300 | 7,111 | 7,111 | 13,598 CHF | 13,788 CHF | 99.24% | 99.24% |
08/11/2024 | 2.38% | 2.69 CHF | 2.70 CHF | 18,400 | 18,400 | 5,995 | 5,995 | 16,271 CHF | 16,452 CHF | 96.65% | 96.65% |
07/11/2024 | - | 2.11 CHF | - CHF | 19,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |