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 | 1.85% | 0.53 CHF | 0.54 CHF | 80,000 | 80,000 | 36,579 | 36,579 | 19,939 CHF | 20,305 CHF | 99.38% | 99.38% |
19/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 82,000 | 82,000 | 36,855 | 36,855 | 22,325 CHF | 22,694 CHF | 100.00% | 100.00% |
18/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 82,000 | 82,000 | 36,837 | 36,837 | 23,585 CHF | 23,954 CHF | 99.79% | 99.79% |
15/11/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 82,000 | 82,000 | 36,735 | 36,735 | 22,147 CHF | 22,515 CHF | 99.72% | 99.72% |
14/11/2024 | 1.82% | 0.61 CHF | 0.62 CHF | 82,000 | 82,000 | 36,162 | 36,162 | 20,810 CHF | 21,172 CHF | 98.56% | 98.56% |
13/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 81,000 | 81,000 | 36,667 | 36,667 | 20,194 CHF | 20,561 CHF | 100.00% | 100.00% |
12/11/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 81,000 | 81,000 | 36,568 | 36,568 | 19,596 CHF | 19,962 CHF | 99.88% | 99.88% |
11/11/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 80,000 | 80,000 | 35,640 | 35,640 | 18,062 CHF | 18,419 CHF | 99.90% | 99.90% |
08/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 80,000 | 80,000 | 36,547 | 36,547 | 18,424 CHF | 18,790 CHF | 99.04% | 99.04% |
07/11/2024 | 1.97% | 0.54 CHF | 0.55 CHF | 81,000 | 81,000 | 35,876 | 35,876 | 18,550 CHF | 18,910 CHF | 99.90% | 99.90% |