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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.96% | 0.86 CHF | 0.87 CHF | 70,000 | 70,000 | 30,940 | 30,940 | 28,317 CHF | 28,807 CHF | 98.38% | 98.38% |
22/11/2024 | 1.61% | 1.07 CHF | 1.08 CHF | 70,000 | 70,000 | 31,111 | 31,111 | 34,863 CHF | 35,367 CHF | 86.58% | 86.58% |
20/11/2024 | 1.48% | 1.35 CHF | 1.36 CHF | 70,000 | 70,000 | 29,857 | 29,857 | 38,583 CHF | 39,088 CHF | 99.10% | 99.10% |
19/11/2024 | 1.56% | 1.25 CHF | 1.26 CHF | 70,000 | 70,000 | 28,300 | 28,300 | 34,551 CHF | 35,028 CHF | 91.06% | 91.06% |
18/11/2024 | 1.72% | 1.23 CHF | 1.24 CHF | 70,000 | 70,000 | 31,522 | 31,522 | 35,050 CHF | 35,550 CHF | 94.12% | 94.12% |
15/11/2024 | 1.72% | 1.06 CHF | 1.07 CHF | 70,000 | 70,000 | 28,304 | 28,304 | 29,717 CHF | 30,142 CHF | 89.92% | 89.92% |
14/11/2024 | 1.71% | 1.06 CHF | 1.07 CHF | 70,000 | 70,000 | 32,687 | 32,687 | 34,342 CHF | 34,849 CHF | 94.86% | 94.86% |
13/11/2024 | 1.75% | 1.04 CHF | 1.05 CHF | 70,000 | 70,000 | 32,728 | 32,728 | 33,615 CHF | 34,120 CHF | 99.11% | 99.11% |
12/11/2024 | 1.72% | 1.04 CHF | 1.05 CHF | 70,000 | 70,000 | 32,199 | 32,199 | 33,472 CHF | 33,977 CHF | 92.78% | 92.78% |
11/11/2024 | 1.71% | 1.03 CHF | 1.04 CHF | 70,000 | 70,000 | 31,838 | 31,838 | 33,240 CHF | 33,740 CHF | 95.13% | 95.13% |