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 | 2.27% | 0.85 CHF | 0.86 CHF | 66,000 | 66,000 | 28,981 | 28,981 | 28,134 CHF | 28,656 CHF | 99.57% | 99.57% |
19/11/2024 | 2.71% | 1.03 CHF | 1.04 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 26,493 CHF | 27,017 CHF | 99.21% | 99.21% |
18/11/2024 | 2.47% | 0.75 CHF | 0.76 CHF | 68,000 | 68,000 | 30,453 | 30,453 | 22,168 CHF | 22,631 CHF | 99.90% | 99.90% |
15/11/2024 | 2.91% | 0.65 CHF | 0.66 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 19,235 CHF | 19,688 CHF | 91.62% | 91.62% |
14/11/2024 | 1.53% | 1.34 CHF | 1.36 CHF | 60,000 | 60,000 | 26,349 | 26,349 | 35,014 CHF | 35,530 CHF | 99.72% | 99.72% |
13/11/2024 | 1.48% | 1.24 CHF | 1.25 CHF | 60,000 | 60,000 | 28,223 | 28,223 | 31,162 CHF | 31,529 CHF | 99.93% | 99.93% |
12/11/2024 | 1.41% | 1.06 CHF | 1.07 CHF | 64,000 | 64,000 | 28,399 | 28,399 | 30,837 CHF | 31,206 CHF | 99.93% | 99.93% |
11/11/2024 | 1.47% | 1.12 CHF | 1.13 CHF | 62,000 | 62,000 | 25,771 | 25,771 | 30,167 CHF | 30,524 CHF | 99.90% | 99.90% |
08/11/2024 | 1.24% | 1.34 CHF | 1.35 CHF | 60,000 | 60,000 | 27,962 | 27,962 | 35,695 CHF | 36,057 CHF | 97.41% | 97.41% |
07/11/2024 | 1.50% | 1.06 CHF | 1.07 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 30,249 CHF | 30,620 CHF | 100.00% | 100.00% |