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 | 1.85% | 1.08 CHF | 1.09 CHF | 26,000 | 26,000 | 17,402 | 17,402 | 18,225 CHF | 18,533 CHF | 100.00% | 100.00% |
19/11/2024 | 2.07% | 1.04 CHF | 1.05 CHF | 31,000 | 31,000 | 20,351 | 20,351 | 19,231 CHF | 19,589 CHF | 99.97% | 99.97% |
18/11/2024 | 1.93% | 1.03 CHF | 1.04 CHF | 27,000 | 27,000 | 17,435 | 17,435 | 17,187 CHF | 17,495 CHF | 100.00% | 100.00% |
15/11/2024 | 2.10% | 1.02 CHF | 1.03 CHF | 32,000 | 32,000 | 20,782 | 20,782 | 19,572 CHF | 19,948 CHF | 72.10% | 72.10% |
14/11/2024 | 2.25% | 0.81 CHF | 0.82 CHF | 30,000 | 30,000 | 20,007 | 20,007 | 16,725 CHF | 17,080 CHF | 100.00% | 100.00% |
13/11/2024 | 1.70% | 1.04 CHF | 1.05 CHF | 24,000 | 24,000 | 16,436 | 16,436 | 18,213 CHF | 18,505 CHF | 99.67% | 99.67% |
12/11/2024 | 1.94% | 1.15 CHF | 1.16 CHF | 31,000 | 31,000 | 20,231 | 20,231 | 20,435 CHF | 20,792 CHF | 99.96% | 99.96% |
11/11/2024 | 2.52% | 0.90 CHF | 0.91 CHF | 40,000 | 40,000 | 25,678 | 25,678 | 19,767 CHF | 20,220 CHF | 99.82% | 99.82% |
08/11/2024 | 2.64% | 0.69 CHF | 0.70 CHF | 38,000 | 38,000 | 25,921 | 25,921 | 18,714 CHF | 19,173 CHF | 99.79% | 99.79% |
07/11/2024 | 2.07% | 0.76 CHF | 0.77 CHF | 27,000 | 27,000 | 18,119 | 18,119 | 16,212 CHF | 16,533 CHF | 99.98% | 99.98% |