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 | 1.87% | 0.53 CHF | 0.54 CHF | 54,000 | 54,000 | 53,629 | 53,629 | 28,492 CHF | 29,028 CHF | 99.44% | 99.44% |
19/11/2024 | 2.03% | 0.45 CHF | 0.46 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 26,464 CHF | 26,998 CHF | 99.47% | 99.47% |
18/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 35,294 CHF | 35,841 CHF | 100.00% | 100.00% |
15/11/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 37,537 CHF | 38,087 CHF | 99.44% | 99.44% |
14/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 56,000 | 56,000 | 56,062 | 56,062 | 43,924 CHF | 44,485 CHF | 100.00% | 100.00% |
13/11/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 56,000 | 56,000 | 56,460 | 56,460 | 45,289 CHF | 45,853 CHF | 100.00% | 100.00% |
12/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 56,000 | 56,000 | 61,829 | 61,829 | 44,430 CHF | 45,048 CHF | 99.85% | 99.85% |
11/11/2024 | 1.21% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,480 | 75,480 | 61,910 CHF | 62,665 CHF | 99.73% | 99.73% |
08/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 78,000 | 78,000 | 78,495 | 78,495 | 81,005 CHF | 81,790 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 1.03 CHF | 1.04 CHF | 79,000 | 79,000 | 81,048 | 81,048 | 97,925 CHF | 98,736 CHF | 98.92% | 98.92% |