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 | 1.41% | 1.48 CHF | 1.49 CHF | 66,000 | 66,000 | 28,979 | 28,979 | 46,319 CHF | 46,842 CHF | 99.57% | 99.57% |
19/11/2024 | 1.58% | 1.66 CHF | 1.67 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 44,529 CHF | 45,053 CHF | 99.24% | 99.24% |
18/11/2024 | 1.33% | 1.37 CHF | 1.38 CHF | 68,000 | 68,000 | 30,452 | 30,452 | 41,291 CHF | 41,755 CHF | 99.90% | 99.90% |
15/11/2024 | 1.61% | 1.28 CHF | 1.29 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 36,764 CHF | 37,218 CHF | 91.62% | 91.62% |
14/11/2024 | 1.04% | 1.97 CHF | 1.99 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 51,594 CHF | 52,110 CHF | 99.72% | 99.72% |
13/11/2024 | 0.93% | 1.86 CHF | 1.87 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 48,812 CHF | 49,179 CHF | 99.93% | 99.93% |
12/11/2024 | 0.90% | 1.68 CHF | 1.69 CHF | 64,000 | 64,000 | 28,404 | 28,404 | 48,627 CHF | 48,996 CHF | 99.93% | 99.93% |
11/11/2024 | 0.97% | 1.74 CHF | 1.75 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 46,209 CHF | 46,566 CHF | 99.90% | 99.90% |
08/11/2024 | 0.83% | 1.96 CHF | 1.97 CHF | 60,000 | 60,000 | 27,946 | 27,946 | 52,923 CHF | 53,285 CHF | 97.44% | 97.44% |
07/11/2024 | 0.94% | 1.68 CHF | 1.69 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 47,919 CHF | 48,289 CHF | 100.00% | 100.00% |