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 | 0.54% | 1.87 CHF | 1.88 CHF | 102,000 | 102,000 | 40,242 | 40,242 | 76,038 CHF | 76,443 CHF | 99.75% | 99.75% |
19/11/2024 | 0.58% | 1.85 CHF | 1.86 CHF | 104,000 | 104,000 | 41,865 | 41,865 | 74,051 CHF | 74,471 CHF | 99.97% | 99.97% |
18/11/2024 | 0.60% | 1.78 CHF | 1.79 CHF | 104,000 | 104,000 | 40,615 | 40,615 | 69,341 CHF | 69,748 CHF | 99.89% | 99.89% |
15/11/2024 | 0.52% | 1.76 CHF | 1.77 CHF | 104,000 | 104,000 | 40,306 | 40,306 | 75,847 CHF | 76,251 CHF | 99.22% | 99.22% |
14/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 98,000 | 98,000 | 38,901 | 38,901 | 81,861 CHF | 82,250 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 39,019 | 39,019 | 83,826 CHF | 84,217 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 2.23 CHF | 2.24 CHF | 98,000 | 98,000 | 36,005 | 36,005 | 81,955 CHF | 82,323 CHF | 95.89% | 99.82% |
11/11/2024 | 0.41% | 2.35 CHF | 2.36 CHF | 96,000 | 96,000 | 36,713 | 36,713 | 88,919 CHF | 89,287 CHF | 99.59% | 99.59% |
08/11/2024 | 0.39% | 2.47 CHF | 2.48 CHF | 94,000 | 94,000 | 36,250 | 36,250 | 92,416 CHF | 92,779 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 2.72 CHF | 2.73 CHF | 90,000 | 90,000 | 28,564 | 28,564 | 71,388 CHF | 71,760 CHF | 98.05% | 98.05% |