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 | 1.18% | 1.80 CHF | 1.81 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 55,774 CHF | 56,297 CHF | 99.57% | 99.57% |
19/11/2024 | 1.30% | 1.98 CHF | 1.99 CHF | 64,000 | 64,000 | 28,831 | 28,831 | 53,892 CHF | 54,416 CHF | 99.17% | 99.17% |
18/11/2024 | 1.07% | 1.70 CHF | 1.71 CHF | 68,000 | 68,000 | 30,452 | 30,452 | 51,249 CHF | 51,713 CHF | 99.90% | 99.90% |
15/11/2024 | 1.31% | 1.61 CHF | 1.62 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 45,923 CHF | 46,376 CHF | 91.62% | 91.62% |
14/11/2024 | 0.89% | 2.29 CHF | 2.31 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 60,103 CHF | 60,619 CHF | 99.72% | 99.72% |
13/11/2024 | 0.78% | 2.19 CHF | 2.20 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 57,926 CHF | 58,293 CHF | 99.93% | 99.93% |
12/11/2024 | 0.76% | 2.00 CHF | 2.01 CHF | 64,000 | 64,000 | 28,404 | 28,404 | 57,763 CHF | 58,132 CHF | 99.85% | 99.85% |
11/11/2024 | 0.83% | 2.06 CHF | 2.07 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 54,464 CHF | 54,821 CHF | 99.90% | 99.90% |
08/11/2024 | 0.71% | 2.28 CHF | 2.29 CHF | 60,000 | 60,000 | 27,962 | 27,962 | 61,814 CHF | 62,176 CHF | 97.37% | 97.37% |
07/11/2024 | 0.79% | 2.00 CHF | 2.01 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 57,035 CHF | 57,406 CHF | 100.00% | 100.00% |