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 | 1.23% | 1.72 CHF | 1.73 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 53,342 CHF | 53,865 CHF | 99.57% | 99.57% |
19/11/2024 | 1.36% | 1.90 CHF | 1.91 CHF | 64,000 | 64,000 | 28,829 | 28,829 | 51,496 CHF | 52,020 CHF | 99.24% | 99.24% |
18/11/2024 | 1.13% | 1.62 CHF | 1.63 CHF | 68,000 | 68,000 | 30,452 | 30,452 | 48,665 CHF | 49,129 CHF | 99.90% | 99.90% |
15/11/2024 | 1.37% | 1.52 CHF | 1.53 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 43,535 CHF | 43,989 CHF | 91.62% | 91.62% |
14/11/2024 | 0.92% | 2.21 CHF | 2.23 CHF | 60,000 | 60,000 | 26,349 | 26,349 | 57,978 CHF | 58,494 CHF | 99.72% | 99.72% |
13/11/2024 | 0.81% | 2.11 CHF | 2.12 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 55,626 CHF | 55,993 CHF | 99.93% | 99.93% |
12/11/2024 | 0.79% | 1.92 CHF | 1.93 CHF | 64,000 | 64,000 | 28,405 | 28,405 | 55,456 CHF | 55,825 CHF | 99.93% | 99.93% |
11/11/2024 | 0.86% | 1.98 CHF | 1.99 CHF | 62,000 | 62,000 | 25,769 | 25,769 | 52,382 CHF | 52,739 CHF | 99.90% | 99.90% |
08/11/2024 | 0.73% | 2.20 CHF | 2.21 CHF | 60,000 | 60,000 | 27,948 | 27,948 | 59,568 CHF | 59,930 CHF | 97.44% | 97.44% |
07/11/2024 | 0.82% | 1.92 CHF | 1.93 CHF | 64,000 | 64,000 | 28,539 | 28,539 | 54,657 CHF | 55,027 CHF | 100.00% | 100.00% |