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 | 1.29% | 1.63 CHF | 1.64 CHF | 66,000 | 66,000 | 28,981 | 28,981 | 50,622 CHF | 51,144 CHF | 99.57% | 99.57% |
19/11/2024 | 1.44% | 1.81 CHF | 1.82 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 48,782 CHF | 49,306 CHF | 99.20% | 99.20% |
18/11/2024 | 1.20% | 1.52 CHF | 1.53 CHF | 68,000 | 68,000 | 30,453 | 30,453 | 45,775 CHF | 46,239 CHF | 99.90% | 99.90% |
15/11/2024 | 1.46% | 1.43 CHF | 1.44 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 40,887 CHF | 41,341 CHF | 91.62% | 91.62% |
14/11/2024 | 0.96% | 2.12 CHF | 2.14 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 55,486 CHF | 56,002 CHF | 99.72% | 99.72% |
13/11/2024 | 0.85% | 2.01 CHF | 2.02 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 52,950 CHF | 53,317 CHF | 99.93% | 99.93% |
12/11/2024 | 0.83% | 1.83 CHF | 1.84 CHF | 64,000 | 64,000 | 28,404 | 28,404 | 52,735 CHF | 53,104 CHF | 99.89% | 99.89% |
11/11/2024 | 0.90% | 1.89 CHF | 1.90 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 49,967 CHF | 50,323 CHF | 99.90% | 99.90% |
08/11/2024 | 0.77% | 2.11 CHF | 2.12 CHF | 60,000 | 60,000 | 27,955 | 27,955 | 57,003 CHF | 57,365 CHF | 97.38% | 97.38% |
07/11/2024 | 0.86% | 1.82 CHF | 1.83 CHF | 64,000 | 64,000 | 28,539 | 28,539 | 52,002 CHF | 52,372 CHF | 100.00% | 100.00% |