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 | 1.26% | 1.67 CHF | 1.68 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 51,894 CHF | 52,416 CHF | 99.57% | 99.57% |
19/11/2024 | 1.40% | 1.85 CHF | 1.86 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 50,064 CHF | 50,588 CHF | 99.20% | 99.20% |
18/11/2024 | 1.17% | 1.57 CHF | 1.58 CHF | 68,000 | 68,000 | 30,452 | 30,452 | 47,196 CHF | 47,660 CHF | 99.90% | 99.90% |
15/11/2024 | 1.42% | 1.47 CHF | 1.48 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 42,191 CHF | 42,645 CHF | 91.62% | 91.62% |
14/11/2024 | 0.95% | 2.16 CHF | 2.18 CHF | 60,000 | 60,000 | 26,349 | 26,349 | 56,581 CHF | 57,097 CHF | 99.72% | 99.72% |
13/11/2024 | 0.83% | 2.05 CHF | 2.06 CHF | 60,000 | 60,000 | 28,223 | 28,223 | 54,174 CHF | 54,541 CHF | 99.93% | 99.93% |
12/11/2024 | 0.81% | 1.87 CHF | 1.88 CHF | 64,000 | 64,000 | 28,401 | 28,401 | 54,009 CHF | 54,378 CHF | 99.88% | 99.88% |
11/11/2024 | 0.88% | 1.93 CHF | 1.94 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 51,062 CHF | 51,418 CHF | 99.90% | 99.90% |
08/11/2024 | 0.75% | 2.15 CHF | 2.16 CHF | 60,000 | 60,000 | 27,963 | 27,963 | 58,161 CHF | 58,524 CHF | 97.36% | 97.36% |
07/11/2024 | 0.84% | 1.86 CHF | 1.87 CHF | 64,000 | 64,000 | 28,538 | 28,538 | 53,214 CHF | 53,584 CHF | 100.00% | 100.00% |