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 | 1.39% | 0.73 CHF | 0.74 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 30,450 CHF | 30,875 CHF | 100.00% | 100.00% |
19/11/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 30,720 CHF | 31,147 CHF | 100.00% | 100.00% |
18/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 28,189 CHF | 28,608 CHF | 100.00% | 100.00% |
15/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 27,293 CHF | 27,706 CHF | 100.00% | 100.00% |
14/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 29,424 CHF | 29,845 CHF | 100.00% | 100.00% |
13/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 29,036 CHF | 29,456 CHF | 100.00% | 100.00% |
12/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 27,238 CHF | 27,651 CHF | 99.85% | 99.85% |
11/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 22,160 CHF | 22,560 CHF | 99.70% | 99.70% |
08/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 40,000 | 40,000 | 39,993 | 39,993 | 22,679 CHF | 23,078 CHF | 98.83% | 98.83% |
07/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 19,526 CHF | 19,914 CHF | 99.44% | 99.44% |