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 | 2.77% | 0.75 CHF | 0.76 CHF | 114,000 | 114,000 | 49,704 | 49,704 | 35,131 CHF | 35,892 CHF | 99.90% | 99.90% |
19/11/2024 | 3.16% | 0.55 CHF | 0.56 CHF | 118,000 | 118,000 | 51,727 | 51,727 | 28,753 CHF | 29,531 CHF | 99.88% | 99.88% |
18/11/2024 | 2.50% | 0.54 CHF | 0.55 CHF | 118,000 | 118,000 | 50,950 | 50,950 | 32,469 CHF | 33,230 CHF | 97.65% | 97.65% |
15/11/2024 | 1.72% | 0.82 CHF | 0.83 CHF | 112,000 | 112,000 | 47,280 | 47,280 | 46,160 CHF | 46,867 CHF | 99.58% | 99.58% |
14/11/2024 | 1.32% | 1.25 CHF | 1.26 CHF | 105,000 | 105,000 | 46,860 | 46,860 | 61,036 CHF | 61,743 CHF | 100.00% | 100.00% |
13/11/2024 | 1.28% | 1.43 CHF | 1.44 CHF | 103,000 | 103,000 | 46,303 | 46,303 | 65,391 CHF | 66,092 CHF | 100.00% | 100.00% |
12/11/2024 | 1.23% | 1.37 CHF | 1.38 CHF | 104,000 | 104,000 | 46,386 | 46,386 | 66,750 CHF | 67,453 CHF | 99.80% | 99.80% |
11/11/2024 | 1.20% | 1.57 CHF | 1.58 CHF | 102,000 | 102,000 | 45,814 | 45,814 | 69,697 CHF | 70,392 CHF | 99.89% | 99.89% |
08/11/2024 | 2.48% | 1.46 CHF | 1.47 CHF | 104,000 | 104,000 | 47,772 | 47,772 | 62,044 CHF | 63,155 CHF | 98.91% | 98.91% |
07/11/2024 | 2.95% | 1.14 CHF | 1.15 CHF | 109,000 | 109,000 | 49,026 | 49,026 | 52,313 CHF | 53,459 CHF | 99.90% | 99.90% |