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 | 1.74% | 0.53 CHF | 0.54 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 31,165 CHF | 31,710 CHF | 99.48% | 99.48% |
19/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 54,000 | 54,000 | 54,323 | 54,322 | 32,596 CHF | 33,139 CHF | 100.00% | 100.00% |
18/11/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 37,421 CHF | 37,951 CHF | 99.89% | 99.89% |
15/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 36,637 CHF | 37,168 CHF | 100.00% | 100.00% |
14/11/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 34,229 CHF | 34,769 CHF | 98.62% | 98.62% |
13/11/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 33,675 CHF | 34,217 CHF | 100.00% | 100.00% |
12/11/2024 | 1.48% | 0.61 CHF | 0.62 CHF | 54,000 | 54,000 | 53,498 | 53,494 | 36,045 CHF | 36,578 CHF | 99.88% | 99.88% |
11/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 53,000 | 53,000 | 52,989 | 53,000 | 39,027 CHF | 39,564 CHF | 100.00% | 100.00% |
08/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 54,000 | 54,000 | 53,962 | 53,962 | 34,670 CHF | 35,210 CHF | 99.04% | 99.04% |
07/11/2024 | 1.42% | 0.64 CHF | 0.65 CHF | 54,000 | 54,000 | 52,874 | 52,808 | 37,201 CHF | 37,682 CHF | 100.00% | 100.00% |