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 | 0.60% | 1.68 CHF | 1.69 CHF | 102,000 | 102,000 | 40,246 | 40,246 | 68,545 CHF | 68,950 CHF | 99.76% | 99.76% |
19/11/2024 | 0.65% | 1.66 CHF | 1.67 CHF | 104,000 | 104,000 | 41,862 | 41,862 | 66,247 CHF | 66,667 CHF | 99.97% | 99.97% |
18/11/2024 | 0.67% | 1.59 CHF | 1.60 CHF | 104,000 | 104,000 | 40,620 | 40,620 | 61,784 CHF | 62,191 CHF | 99.89% | 99.89% |
15/11/2024 | 0.58% | 1.58 CHF | 1.59 CHF | 104,000 | 104,000 | 40,306 | 40,306 | 68,329 CHF | 68,733 CHF | 99.22% | 99.22% |
14/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 98,000 | 98,000 | 38,908 | 38,908 | 74,589 CHF | 74,978 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 39,021 | 39,021 | 76,575 CHF | 76,966 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 2.05 CHF | 2.06 CHF | 98,000 | 98,000 | 36,007 | 36,007 | 75,296 CHF | 75,663 CHF | 95.89% | 99.82% |
11/11/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 96,000 | 96,000 | 36,715 | 36,715 | 82,120 CHF | 82,488 CHF | 99.59% | 99.59% |
08/11/2024 | 0.42% | 2.28 CHF | 2.29 CHF | 94,000 | 94,000 | 36,251 | 36,251 | 85,765 CHF | 86,128 CHF | 100.00% | 100.00% |
07/11/2024 | 0.93% | 2.54 CHF | 2.55 CHF | 90,000 | 90,000 | 28,567 | 28,567 | 66,142 CHF | 66,514 CHF | 98.05% | 98.05% |