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 | 1.50% | 1.37 CHF | 1.38 CHF | 66,000 | 66,000 | 28,981 | 28,981 | 43,251 CHF | 43,774 CHF | 99.57% | 99.57% |
19/11/2024 | 1.70% | 1.55 CHF | 1.56 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 41,466 CHF | 41,990 CHF | 99.22% | 99.22% |
18/11/2024 | 1.45% | 1.27 CHF | 1.28 CHF | 68,000 | 68,000 | 30,453 | 30,453 | 38,031 CHF | 38,495 CHF | 99.90% | 99.90% |
15/11/2024 | 1.74% | 1.17 CHF | 1.18 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 33,778 CHF | 34,232 CHF | 91.62% | 91.62% |
14/11/2024 | 1.10% | 1.86 CHF | 1.88 CHF | 60,000 | 60,000 | 26,351 | 26,351 | 48,768 CHF | 49,284 CHF | 99.72% | 99.72% |
13/11/2024 | 0.99% | 1.76 CHF | 1.77 CHF | 60,000 | 60,000 | 28,225 | 28,225 | 45,818 CHF | 46,185 CHF | 99.93% | 99.93% |
12/11/2024 | 0.96% | 1.57 CHF | 1.58 CHF | 64,000 | 64,000 | 28,406 | 28,406 | 45,573 CHF | 45,941 CHF | 99.92% | 99.92% |
11/11/2024 | 1.03% | 1.64 CHF | 1.65 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 43,462 CHF | 43,819 CHF | 99.90% | 99.90% |
08/11/2024 | 0.88% | 1.86 CHF | 1.87 CHF | 60,000 | 60,000 | 27,949 | 27,949 | 49,999 CHF | 50,361 CHF | 97.41% | 97.41% |
07/11/2024 | 1.00% | 1.57 CHF | 1.58 CHF | 64,000 | 64,000 | 28,570 | 28,570 | 44,901 CHF | 45,272 CHF | 100.00% | 100.00% |