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 | 1.94% | 1.03 CHF | 1.04 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 33,252 CHF | 33,775 CHF | 99.57% | 99.57% |
19/11/2024 | 2.26% | 1.21 CHF | 1.22 CHF | 64,000 | 64,000 | 28,829 | 28,829 | 31,553 CHF | 32,076 CHF | 99.22% | 99.22% |
18/11/2024 | 2.00% | 0.92 CHF | 0.93 CHF | 68,000 | 68,000 | 30,453 | 30,453 | 27,514 CHF | 27,978 CHF | 99.90% | 99.90% |
15/11/2024 | 2.37% | 0.83 CHF | 0.84 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 24,148 CHF | 24,601 CHF | 91.62% | 91.62% |
14/11/2024 | 1.35% | 1.52 CHF | 1.54 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 39,660 CHF | 40,176 CHF | 99.72% | 99.72% |
13/11/2024 | 1.27% | 1.41 CHF | 1.42 CHF | 60,000 | 60,000 | 28,222 | 28,222 | 36,113 CHF | 36,480 CHF | 99.93% | 99.93% |
12/11/2024 | 1.21% | 1.23 CHF | 1.24 CHF | 64,000 | 64,000 | 28,398 | 28,398 | 35,851 CHF | 36,220 CHF | 99.93% | 99.93% |
11/11/2024 | 1.29% | 1.30 CHF | 1.31 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 34,652 CHF | 35,008 CHF | 99.90% | 99.90% |
08/11/2024 | 1.09% | 1.52 CHF | 1.53 CHF | 60,000 | 60,000 | 27,962 | 27,962 | 40,543 CHF | 40,905 CHF | 97.41% | 97.41% |
07/11/2024 | 1.28% | 1.23 CHF | 1.24 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 35,208 CHF | 35,578 CHF | 100.00% | 100.00% |