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 | 3.64% | 0.58 CHF | 0.59 CHF | 114,000 | 114,000 | 49,706 | 49,706 | 26,824 CHF | 27,585 CHF | 99.90% | 99.90% |
19/11/2024 | 4.35% | 0.39 CHF | 0.40 CHF | 118,000 | 118,000 | 51,739 | 51,739 | 20,675 CHF | 21,453 CHF | 99.85% | 99.85% |
18/11/2024 | 3.30% | 0.38 CHF | 0.39 CHF | 118,000 | 118,000 | 50,950 | 50,950 | 24,101 CHF | 24,862 CHF | 97.65% | 97.65% |
15/11/2024 | 2.10% | 0.64 CHF | 0.65 CHF | 112,000 | 112,000 | 47,281 | 47,281 | 37,392 CHF | 38,099 CHF | 99.58% | 99.58% |
14/11/2024 | 1.53% | 1.07 CHF | 1.08 CHF | 105,000 | 105,000 | 46,839 | 46,839 | 52,334 CHF | 53,041 CHF | 100.00% | 100.00% |
13/11/2024 | 1.48% | 1.24 CHF | 1.25 CHF | 103,000 | 103,000 | 46,301 | 46,301 | 56,871 CHF | 57,573 CHF | 100.00% | 100.00% |
12/11/2024 | 1.40% | 1.19 CHF | 1.20 CHF | 104,000 | 104,000 | 46,392 | 46,392 | 58,252 CHF | 58,955 CHF | 99.77% | 99.77% |
11/11/2024 | 1.37% | 1.39 CHF | 1.40 CHF | 102,000 | 102,000 | 45,816 | 45,816 | 61,319 CHF | 62,014 CHF | 99.90% | 99.90% |
08/11/2024 | 2.90% | 1.27 CHF | 1.28 CHF | 104,000 | 104,000 | 47,776 | 47,776 | 53,392 CHF | 54,503 CHF | 98.89% | 98.89% |
07/11/2024 | 3.57% | 0.96 CHF | 0.97 CHF | 109,000 | 109,000 | 49,027 | 49,027 | 43,418 CHF | 44,564 CHF | 99.90% | 99.90% |