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 | 1.56% | 1.32 CHF | 1.33 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 41,745 CHF | 42,267 CHF | 99.57% | 99.57% |
19/11/2024 | 1.76% | 1.50 CHF | 1.51 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 40,015 CHF | 40,539 CHF | 99.22% | 99.22% |
18/11/2024 | 1.51% | 1.22 CHF | 1.23 CHF | 68,000 | 68,000 | 30,451 | 30,451 | 36,528 CHF | 36,992 CHF | 99.90% | 99.90% |
15/11/2024 | 1.81% | 1.12 CHF | 1.13 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 32,414 CHF | 32,868 CHF | 91.62% | 91.62% |
14/11/2024 | 1.13% | 1.81 CHF | 1.83 CHF | 60,000 | 60,000 | 26,351 | 26,351 | 47,338 CHF | 47,854 CHF | 99.72% | 99.72% |
13/11/2024 | 1.02% | 1.70 CHF | 1.71 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 44,350 CHF | 44,717 CHF | 99.93% | 99.93% |
12/11/2024 | 0.99% | 1.52 CHF | 1.53 CHF | 64,000 | 64,000 | 28,405 | 28,405 | 44,122 CHF | 44,491 CHF | 99.90% | 99.90% |
11/11/2024 | 1.06% | 1.59 CHF | 1.60 CHF | 62,000 | 62,000 | 25,769 | 25,769 | 42,122 CHF | 42,479 CHF | 99.90% | 99.90% |
08/11/2024 | 0.90% | 1.80 CHF | 1.81 CHF | 60,000 | 60,000 | 27,960 | 27,960 | 48,540 CHF | 48,902 CHF | 97.40% | 97.40% |
07/11/2024 | 1.03% | 1.52 CHF | 1.53 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 43,427 CHF | 43,797 CHF | 100.00% | 100.00% |