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 | 2.43% | 0.45 CHF | 0.46 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 15,151 CHF | 15,509 CHF | 99.90% | 99.90% |
19/11/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 65,000 | 65,000 | 35,864 | 35,864 | 14,027 CHF | 14,386 CHF | 98.91% | 98.91% |
18/11/2024 | 3.29% | 0.33 CHF | 0.34 CHF | 65,000 | 65,000 | 35,737 | 35,737 | 11,099 CHF | 11,457 CHF | 99.59% | 99.59% |
15/11/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 65,000 | 65,000 | 35,701 | 35,701 | 10,031 CHF | 10,389 CHF | 99.89% | 99.89% |
14/11/2024 | 4.27% | 0.29 CHF | 0.30 CHF | 65,000 | 65,000 | 36,260 | 36,260 | 9,018 CHF | 9,381 CHF | 98.84% | 98.84% |
13/11/2024 | 3.13% | 0.28 CHF | 0.29 CHF | 65,000 | 65,000 | 35,804 | 35,804 | 11,297 CHF | 11,655 CHF | 100.00% | 100.00% |
12/11/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 65,000 | 65,000 | 33,379 | 33,379 | 10,706 CHF | 11,042 CHF | 100.00% | 100.00% |
11/11/2024 | 2.23% | 0.38 CHF | 0.39 CHF | 65,000 | 65,000 | 35,513 | 35,513 | 15,892 CHF | 16,251 CHF | 99.93% | 99.93% |
08/11/2024 | 3.64% | 0.53 CHF | 0.54 CHF | 65,000 | 65,000 | 24,620 | 24,620 | 12,958 CHF | 13,228 CHF | 100.00% | 100.00% |
07/11/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 28,763 | 28,763 | 15,357 CHF | 15,646 CHF | 98.68% | 98.68% |