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 | 1.63% | 0.61 CHF | 0.62 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 55,621 CHF | 56,536 CHF | 100.00% | 100.00% |
19/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 94,000 | 94,000 | 91,391 | 91,391 | 55,908 CHF | 56,822 CHF | 100.00% | 100.00% |
18/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 94,000 | 94,000 | 91,504 | 91,504 | 56,038 CHF | 56,953 CHF | 100.00% | 100.00% |
15/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 94,000 | 94,000 | 91,396 | 91,396 | 56,974 CHF | 57,888 CHF | 100.00% | 100.00% |
14/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 94,000 | 94,000 | 92,564 | 92,564 | 61,170 CHF | 62,095 CHF | 99.33% | 99.33% |
13/11/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 94,000 | 94,000 | 91,730 | 91,730 | 58,147 CHF | 59,064 CHF | 100.00% | 100.00% |
12/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 94,000 | 94,000 | 91,114 | 91,114 | 57,227 CHF | 58,139 CHF | 98.86% | 100.00% |
11/11/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 92,000 | 92,000 | 87,740 | 87,740 | 49,414 CHF | 50,291 CHF | 99.93% | 99.93% |
08/11/2024 | 1.94% | 0.55 CHF | 0.56 CHF | 90,000 | 90,000 | 85,908 | 85,908 | 43,879 CHF | 44,738 CHF | 100.00% | 100.00% |
07/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 84,000 | 84,000 | 82,887 | 82,887 | 35,873 CHF | 36,702 CHF | 98.41% | 98.41% |