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 | 1.64% | 1.25 CHF | 1.26 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 39,617 CHF | 40,139 CHF | 99.57% | 99.57% |
19/11/2024 | 1.87% | 1.43 CHF | 1.44 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 37,866 CHF | 38,390 CHF | 99.23% | 99.23% |
18/11/2024 | 1.61% | 1.14 CHF | 1.15 CHF | 68,000 | 68,000 | 30,453 | 30,453 | 34,208 CHF | 34,671 CHF | 99.90% | 99.90% |
15/11/2024 | 1.93% | 1.05 CHF | 1.06 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 30,289 CHF | 30,743 CHF | 91.62% | 91.62% |
14/11/2024 | 1.18% | 1.74 CHF | 1.76 CHF | 60,000 | 60,000 | 26,351 | 26,351 | 45,468 CHF | 45,984 CHF | 99.72% | 99.72% |
13/11/2024 | 1.08% | 1.63 CHF | 1.64 CHF | 60,000 | 60,000 | 28,223 | 28,223 | 42,281 CHF | 42,648 CHF | 99.93% | 99.93% |
12/11/2024 | 1.04% | 1.45 CHF | 1.46 CHF | 64,000 | 64,000 | 28,415 | 28,415 | 42,098 CHF | 42,467 CHF | 99.86% | 99.86% |
11/11/2024 | 1.11% | 1.51 CHF | 1.52 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 40,270 CHF | 40,626 CHF | 99.90% | 99.90% |
08/11/2024 | 0.94% | 1.73 CHF | 1.74 CHF | 60,000 | 60,000 | 27,949 | 27,949 | 46,550 CHF | 46,912 CHF | 97.43% | 97.43% |
07/11/2024 | 1.09% | 1.45 CHF | 1.46 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 41,378 CHF | 41,749 CHF | 100.00% | 100.00% |