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 | 1.44% | 1.44 CHF | 1.45 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 45,208 CHF | 45,730 CHF | 99.57% | 99.57% |
19/11/2024 | 1.62% | 1.62 CHF | 1.63 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 43,438 CHF | 43,962 CHF | 99.19% | 99.19% |
18/11/2024 | 1.37% | 1.34 CHF | 1.35 CHF | 68,000 | 68,000 | 30,383 | 30,383 | 40,073 CHF | 40,536 CHF | 99.90% | 99.90% |
15/11/2024 | 1.65% | 1.24 CHF | 1.25 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 35,746 CHF | 36,200 CHF | 91.62% | 91.62% |
14/11/2024 | 1.06% | 1.93 CHF | 1.95 CHF | 60,000 | 60,000 | 26,351 | 26,351 | 50,485 CHF | 51,001 CHF | 99.72% | 99.72% |
13/11/2024 | 0.95% | 1.82 CHF | 1.83 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 47,698 CHF | 48,065 CHF | 99.93% | 99.93% |
12/11/2024 | 0.92% | 1.64 CHF | 1.65 CHF | 64,000 | 64,000 | 28,408 | 28,408 | 47,506 CHF | 47,874 CHF | 99.88% | 99.88% |
11/11/2024 | 0.99% | 1.70 CHF | 1.71 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 45,171 CHF | 45,527 CHF | 99.90% | 99.90% |
08/11/2024 | 0.85% | 1.92 CHF | 1.93 CHF | 60,000 | 60,000 | 27,962 | 27,962 | 51,808 CHF | 52,170 CHF | 97.36% | 97.36% |
07/11/2024 | 0.96% | 1.64 CHF | 1.65 CHF | 64,000 | 64,000 | 28,568 | 28,568 | 46,798 CHF | 47,169 CHF | 100.00% | 100.00% |