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 | 0.52% | 1.96 CHF | 1.97 CHF | 102,000 | 102,000 | 40,244 | 40,244 | 79,779 CHF | 80,184 CHF | 99.75% | 99.75% |
19/11/2024 | 0.55% | 1.94 CHF | 1.95 CHF | 104,000 | 104,000 | 41,863 | 41,863 | 77,926 CHF | 78,345 CHF | 99.97% | 99.97% |
18/11/2024 | 0.57% | 1.87 CHF | 1.88 CHF | 104,000 | 104,000 | 40,618 | 40,618 | 73,139 CHF | 73,546 CHF | 99.89% | 99.89% |
15/11/2024 | 0.50% | 1.86 CHF | 1.87 CHF | 104,000 | 104,000 | 40,305 | 40,305 | 79,621 CHF | 80,025 CHF | 99.22% | 99.22% |
14/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 98,000 | 98,000 | 38,907 | 38,907 | 85,495 CHF | 85,885 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 39,019 | 39,019 | 87,423 CHF | 87,814 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 2.33 CHF | 2.34 CHF | 98,000 | 98,000 | 36,007 | 36,007 | 85,304 CHF | 85,672 CHF | 95.89% | 99.82% |
11/11/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 96,000 | 96,000 | 36,714 | 36,714 | 92,319 CHF | 92,687 CHF | 99.59% | 99.59% |
08/11/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 94,000 | 94,000 | 36,252 | 36,252 | 95,721 CHF | 96,084 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 2.81 CHF | 2.82 CHF | 90,000 | 90,000 | 28,566 | 28,566 | 74,005 CHF | 74,377 CHF | 98.05% | 98.05% |