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 | 3.80% | 0.46 CHF | 0.47 CHF | 58,000 | 58,000 | 26,197 | 26,197 | 12,182 CHF | 12,581 CHF | 99.06% | 99.06% |
19/11/2024 | 3.88% | 0.46 CHF | 0.47 CHF | 58,000 | 58,000 | 26,256 | 26,256 | 12,200 CHF | 12,600 CHF | 100.00% | 100.00% |
18/11/2024 | 4.66% | 0.41 CHF | 0.42 CHF | 57,000 | 57,000 | 25,872 | 25,872 | 10,063 CHF | 10,457 CHF | 99.79% | 99.79% |
15/11/2024 | 4.03% | 0.38 CHF | 0.39 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 11,055 CHF | 11,452 CHF | 99.72% | 99.72% |
14/11/2024 | 5.23% | 0.36 CHF | 0.37 CHF | 57,000 | 57,000 | 25,344 | 25,344 | 8,611 CHF | 8,994 CHF | 98.64% | 98.64% |
13/11/2024 | 4.81% | 0.30 CHF | 0.31 CHF | 56,000 | 56,000 | 25,776 | 25,776 | 8,943 CHF | 9,336 CHF | 100.00% | 100.00% |
12/11/2024 | 5.85% | 0.36 CHF | 0.37 CHF | 57,000 | 57,000 | 25,589 | 25,589 | 8,086 CHF | 8,474 CHF | 99.88% | 99.88% |
11/11/2024 | 5.40% | 0.30 CHF | 0.31 CHF | 57,000 | 57,000 | 25,420 | 25,420 | 7,926 CHF | 8,315 CHF | 99.76% | 99.76% |
08/11/2024 | 3.98% | 0.36 CHF | 0.37 CHF | 58,000 | 58,000 | 26,549 | 26,549 | 11,388 CHF | 11,790 CHF | 98.52% | 98.52% |
07/11/2024 | 5.04% | 0.43 CHF | 0.44 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 9,686 CHF | 10,085 CHF | 100.00% | 100.00% |