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 | 2.70% | 0.69 CHF | 0.70 CHF | 66,000 | 66,000 | 28,981 | 28,981 | 23,379 CHF | 23,902 CHF | 99.57% | 99.57% |
19/11/2024 | 3.33% | 0.87 CHF | 0.88 CHF | 64,000 | 64,000 | 28,830 | 28,830 | 21,763 CHF | 22,287 CHF | 99.22% | 99.22% |
18/11/2024 | 3.20% | 0.58 CHF | 0.59 CHF | 68,000 | 68,000 | 30,453 | 30,453 | 17,129 CHF | 17,593 CHF | 99.90% | 99.90% |
15/11/2024 | 3.70% | 0.48 CHF | 0.49 CHF | 68,000 | 68,000 | 27,873 | 27,873 | 14,622 CHF | 15,076 CHF | 91.62% | 91.62% |
14/11/2024 | 1.76% | 1.18 CHF | 1.20 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 30,651 CHF | 31,166 CHF | 99.72% | 99.72% |
13/11/2024 | 1.75% | 1.07 CHF | 1.08 CHF | 60,000 | 60,000 | 28,224 | 28,224 | 26,540 CHF | 26,907 CHF | 99.93% | 99.93% |
12/11/2024 | 1.65% | 0.89 CHF | 0.90 CHF | 64,000 | 64,000 | 28,398 | 28,398 | 26,226 CHF | 26,595 CHF | 99.92% | 99.92% |
11/11/2024 | 1.70% | 0.96 CHF | 0.97 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 25,941 CHF | 26,297 CHF | 99.90% | 99.90% |
08/11/2024 | 1.42% | 1.18 CHF | 1.19 CHF | 60,000 | 60,000 | 27,962 | 27,962 | 31,174 CHF | 31,536 CHF | 97.41% | 97.41% |
07/11/2024 | 1.77% | 0.90 CHF | 0.91 CHF | 64,000 | 64,000 | 28,539 | 28,539 | 25,610 CHF | 25,980 CHF | 100.00% | 100.00% |