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 | 1.17% | 1.81 CHF | 1.82 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 56,101 CHF | 56,624 CHF | 99.57% | 99.57% |
19/11/2024 | 1.29% | 1.99 CHF | 2.00 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 54,212 CHF | 54,736 CHF | 99.24% | 99.24% |
18/11/2024 | 1.07% | 1.71 CHF | 1.72 CHF | 68,000 | 68,000 | 30,452 | 30,452 | 51,539 CHF | 52,003 CHF | 99.90% | 99.90% |
15/11/2024 | 1.30% | 1.62 CHF | 1.63 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 46,170 CHF | 46,624 CHF | 91.62% | 91.62% |
14/11/2024 | 0.88% | 2.31 CHF | 2.33 CHF | 60,000 | 60,000 | 26,351 | 26,351 | 60,487 CHF | 61,003 CHF | 99.72% | 99.72% |
13/11/2024 | 0.77% | 2.20 CHF | 2.21 CHF | 60,000 | 60,000 | 28,223 | 28,223 | 58,263 CHF | 58,630 CHF | 99.93% | 99.93% |
12/11/2024 | 0.75% | 2.02 CHF | 2.03 CHF | 64,000 | 64,000 | 28,399 | 28,399 | 58,079 CHF | 58,448 CHF | 99.92% | 99.92% |
11/11/2024 | 0.82% | 2.08 CHF | 2.09 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 54,795 CHF | 55,151 CHF | 99.90% | 99.90% |
08/11/2024 | 0.70% | 2.29 CHF | 2.30 CHF | 60,000 | 60,000 | 27,957 | 27,957 | 62,193 CHF | 62,555 CHF | 97.44% | 97.44% |
07/11/2024 | 0.78% | 2.01 CHF | 2.02 CHF | 64,000 | 64,000 | 28,568 | 28,568 | 57,378 CHF | 57,749 CHF | 100.00% | 100.00% |