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 | 1.32% | 1.58 CHF | 1.59 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 49,362 CHF | 49,885 CHF | 99.57% | 99.57% |
19/11/2024 | 1.48% | 1.76 CHF | 1.77 CHF | 64,000 | 64,000 | 28,829 | 28,829 | 47,526 CHF | 48,050 CHF | 99.18% | 99.18% |
18/11/2024 | 1.24% | 1.48 CHF | 1.49 CHF | 68,000 | 68,000 | 30,452 | 30,452 | 44,510 CHF | 44,974 CHF | 99.90% | 99.90% |
15/11/2024 | 1.50% | 1.39 CHF | 1.40 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 39,725 CHF | 40,179 CHF | 91.62% | 91.62% |
14/11/2024 | 0.99% | 2.07 CHF | 2.09 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 54,259 CHF | 54,775 CHF | 99.72% | 99.72% |
13/11/2024 | 0.87% | 1.97 CHF | 1.98 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 51,699 CHF | 52,066 CHF | 99.93% | 99.93% |
12/11/2024 | 0.85% | 1.78 CHF | 1.79 CHF | 64,000 | 64,000 | 28,402 | 28,402 | 51,503 CHF | 51,872 CHF | 99.86% | 99.86% |
11/11/2024 | 0.92% | 1.85 CHF | 1.86 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 48,809 CHF | 49,166 CHF | 99.90% | 99.90% |
08/11/2024 | 0.79% | 2.06 CHF | 2.07 CHF | 60,000 | 60,000 | 27,961 | 27,961 | 55,723 CHF | 56,086 CHF | 97.39% | 97.39% |
07/11/2024 | 0.88% | 1.78 CHF | 1.79 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 50,808 CHF | 51,179 CHF | 100.00% | 100.00% |