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 | 1.71% | 1.19 CHF | 1.20 CHF | 66,000 | 66,000 | 28,980 | 28,980 | 37,958 CHF | 38,481 CHF | 99.57% | 99.57% |
19/11/2024 | 1.95% | 1.37 CHF | 1.38 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 36,265 CHF | 36,789 CHF | 99.18% | 99.18% |
18/11/2024 | 1.69% | 1.09 CHF | 1.10 CHF | 68,000 | 68,000 | 30,383 | 30,383 | 32,478 CHF | 32,942 CHF | 99.90% | 99.90% |
15/11/2024 | 2.02% | 0.99 CHF | 1.00 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 28,775 CHF | 29,229 CHF | 91.62% | 91.62% |
14/11/2024 | 1.22% | 1.68 CHF | 1.70 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 43,892 CHF | 44,407 CHF | 99.72% | 99.72% |
13/11/2024 | 1.12% | 1.57 CHF | 1.58 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 40,687 CHF | 41,054 CHF | 99.93% | 99.93% |
12/11/2024 | 1.08% | 1.39 CHF | 1.40 CHF | 64,000 | 64,000 | 28,409 | 28,409 | 40,443 CHF | 40,812 CHF | 99.86% | 99.86% |
11/11/2024 | 1.15% | 1.46 CHF | 1.47 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 38,781 CHF | 39,138 CHF | 99.90% | 99.90% |
08/11/2024 | 0.98% | 1.68 CHF | 1.69 CHF | 60,000 | 60,000 | 27,965 | 27,965 | 44,961 CHF | 45,323 CHF | 97.35% | 97.35% |
07/11/2024 | 1.13% | 1.39 CHF | 1.40 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 39,776 CHF | 40,146 CHF | 100.00% | 100.00% |