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 | 0.57% | 1.78 CHF | 1.79 CHF | 102,000 | 102,000 | 40,241 | 40,241 | 72,294 CHF | 72,699 CHF | 99.75% | 99.75% |
19/11/2024 | 0.62% | 1.76 CHF | 1.77 CHF | 104,000 | 104,000 | 41,861 | 41,861 | 70,134 CHF | 70,553 CHF | 99.97% | 99.97% |
18/11/2024 | 0.63% | 1.69 CHF | 1.70 CHF | 104,000 | 104,000 | 40,614 | 40,614 | 65,532 CHF | 65,939 CHF | 99.88% | 99.88% |
15/11/2024 | 0.55% | 1.67 CHF | 1.68 CHF | 104,000 | 104,000 | 40,306 | 40,306 | 72,103 CHF | 72,507 CHF | 99.22% | 99.22% |
14/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 98,000 | 98,000 | 38,909 | 38,909 | 78,234 CHF | 78,624 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 39,023 | 39,023 | 80,212 CHF | 80,603 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 2.14 CHF | 2.15 CHF | 98,000 | 98,000 | 36,006 | 36,006 | 78,637 CHF | 79,004 CHF | 95.89% | 99.82% |
11/11/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 96,000 | 96,000 | 36,713 | 36,713 | 85,507 CHF | 85,874 CHF | 99.59% | 99.59% |
08/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 94,000 | 94,000 | 36,252 | 36,252 | 89,093 CHF | 89,456 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 2.63 CHF | 2.64 CHF | 90,000 | 90,000 | 28,566 | 28,566 | 68,763 CHF | 69,135 CHF | 98.05% | 98.05% |