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 | 1.93% | 0.55 CHF | 0.56 CHF | 90,000 | 90,000 | 44,628 | 44,628 | 23,630 CHF | 24,078 CHF | 99.32% | 99.32% |
19/11/2024 | 2.18% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 46,630 | 46,630 | 22,008 CHF | 22,477 CHF | 100.00% | 100.00% |
18/11/2024 | 2.29% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 46,757 | 46,757 | 21,109 CHF | 21,578 CHF | 99.77% | 99.77% |
15/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 46,744 | 46,744 | 22,702 CHF | 23,171 CHF | 99.90% | 99.90% |
14/11/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 46,753 | 46,753 | 23,891 CHF | 24,360 CHF | 98.49% | 98.49% |
13/11/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 90,000 | 90,000 | 44,565 | 44,565 | 23,490 CHF | 23,937 CHF | 100.00% | 100.00% |
12/11/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 90,000 | 90,000 | 44,582 | 44,582 | 24,009 CHF | 24,457 CHF | 99.87% | 99.87% |
11/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90,000 | 90,000 | 44,600 | 44,600 | 25,173 CHF | 25,621 CHF | 99.90% | 99.90% |
08/11/2024 | 1.83% | 0.58 CHF | 0.59 CHF | 90,000 | 90,000 | 44,699 | 44,699 | 25,022 CHF | 25,471 CHF | 99.06% | 99.06% |
07/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 90,000 | 90,000 | 44,602 | 44,602 | 24,703 CHF | 25,151 CHF | 99.90% | 99.90% |