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 | 1.33% | 0.78 CHF | 0.79 CHF | 80,000 | 80,000 | 36,572 | 36,572 | 27,909 CHF | 28,276 CHF | 99.33% | 99.33% |
19/11/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 82,000 | 82,000 | 36,855 | 36,855 | 25,808 CHF | 26,177 CHF | 100.00% | 100.00% |
18/11/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 82,000 | 82,000 | 36,830 | 36,830 | 24,730 CHF | 25,099 CHF | 99.77% | 99.77% |
15/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 82,000 | 82,000 | 36,816 | 36,816 | 26,300 CHF | 26,669 CHF | 99.90% | 99.90% |
14/11/2024 | 1.33% | 0.70 CHF | 0.71 CHF | 82,000 | 82,000 | 36,162 | 36,162 | 26,863 CHF | 27,225 CHF | 98.55% | 98.55% |
13/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 81,000 | 81,000 | 36,667 | 36,667 | 27,900 CHF | 28,267 CHF | 100.00% | 100.00% |
12/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 81,000 | 81,000 | 36,569 | 36,569 | 28,319 CHF | 28,686 CHF | 99.88% | 99.88% |
11/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 80,000 | 80,000 | 35,640 | 35,640 | 28,879 CHF | 29,236 CHF | 99.90% | 99.90% |
08/11/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 36,546 | 36,546 | 29,438 CHF | 29,804 CHF | 99.05% | 99.05% |
07/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 81,000 | 81,000 | 35,877 | 35,877 | 28,463 CHF | 28,822 CHF | 99.90% | 99.90% |