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 | 1.52% | 0.61 CHF | 0.62 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 35,566 CHF | 36,111 CHF | 99.44% | 99.44% |
19/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 36,965 CHF | 37,509 CHF | 100.00% | 100.00% |
18/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 41,744 CHF | 42,274 CHF | 99.88% | 99.88% |
15/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 40,965 CHF | 41,496 CHF | 100.00% | 100.00% |
14/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 38,646 CHF | 39,186 CHF | 98.56% | 98.56% |
13/11/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 38,054 CHF | 38,595 CHF | 100.00% | 100.00% |
12/11/2024 | 1.32% | 0.69 CHF | 0.70 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 40,356 CHF | 40,891 CHF | 99.90% | 99.90% |
11/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 43,296 CHF | 43,826 CHF | 100.00% | 100.00% |
08/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 39,112 CHF | 39,652 CHF | 99.05% | 99.05% |
07/11/2024 | 1.27% | 0.72 CHF | 0.73 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 41,529 CHF | 42,058 CHF | 100.00% | 100.00% |