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 | 3.40% | 0.51 CHF | 0.52 CHF | 66,000 | 66,000 | 28,979 | 28,979 | 18,260 CHF | 18,783 CHF | 99.57% | 99.57% |
19/11/2024 | 4.41% | 0.69 CHF | 0.70 CHF | 64,000 | 64,000 | 28,828 | 28,828 | 16,701 CHF | 17,225 CHF | 99.24% | 99.24% |
18/11/2024 | 4.64% | 0.41 CHF | 0.42 CHF | 68,000 | 68,000 | 30,451 | 30,451 | 11,759 CHF | 12,223 CHF | 99.90% | 99.90% |
15/11/2024 | 5.23% | 0.31 CHF | 0.32 CHF | 68,000 | 68,000 | 27,872 | 27,872 | 9,721 CHF | 10,175 CHF | 91.62% | 91.62% |
14/11/2024 | 2.08% | 1.00 CHF | 1.02 CHF | 60,000 | 60,000 | 26,350 | 26,350 | 26,017 CHF | 26,533 CHF | 99.72% | 99.72% |
13/11/2024 | 2.19% | 0.90 CHF | 0.91 CHF | 60,000 | 60,000 | 28,222 | 28,222 | 21,576 CHF | 21,943 CHF | 99.93% | 99.93% |
12/11/2024 | 2.03% | 0.72 CHF | 0.73 CHF | 64,000 | 64,000 | 28,404 | 28,404 | 21,241 CHF | 21,610 CHF | 99.93% | 99.93% |
11/11/2024 | 2.05% | 0.78 CHF | 0.79 CHF | 62,000 | 62,000 | 25,770 | 25,770 | 21,458 CHF | 21,815 CHF | 99.90% | 99.90% |
08/11/2024 | 1.70% | 1.01 CHF | 1.02 CHF | 60,000 | 60,000 | 27,957 | 27,957 | 26,320 CHF | 26,682 CHF | 97.45% | 97.45% |
07/11/2024 | 2.21% | 0.73 CHF | 0.74 CHF | 64,000 | 64,000 | 28,569 | 28,569 | 20,683 CHF | 21,053 CHF | 100.00% | 100.00% |