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 | 0.53% | 1.79 CHF | 1.80 CHF | 36,000 | 36,000 | 35,275 | 35,275 | 66,640 CHF | 66,993 CHF | 100.00% | 100.00% |
19/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 32,500 | 32,500 | 32,342 | 32,342 | 60,793 CHF | 61,117 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 31,900 | 31,900 | 31,704 | 31,704 | 69,261 CHF | 69,578 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 33,100 | 33,100 | 33,055 | 33,055 | 75,528 CHF | 75,858 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 2.13 CHF | 2.14 CHF | 37,700 | 37,700 | 37,824 | 37,824 | 75,254 CHF | 75,632 CHF | 99.35% | 99.35% |
13/11/2024 | 0.52% | 1.70 CHF | 1.71 CHF | 32,000 | 32,000 | 31,302 | 31,302 | 60,923 CHF | 61,236 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.18 CHF | 2.19 CHF | 29,400 | 29,400 | 28,912 | 28,912 | 68,916 CHF | 69,205 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 29,800 | 29,800 | 29,749 | 29,749 | 71,946 CHF | 72,243 CHF | 99.93% | 99.93% |
08/11/2024 | 0.43% | 2.20 CHF | 2.21 CHF | 26,200 | 26,200 | 25,735 | 25,735 | 60,342 CHF | 60,600 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 27,900 | 27,900 | 27,808 | 27,808 | 83,790 CHF | 84,069 CHF | 100.00% | 100.00% |