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 | 2.43% | 0.73 CHF | 0.74 CHF | 58,000 | 58,000 | 26,297 | 26,297 | 19,219 CHF | 19,619 CHF | 99.37% | 99.37% |
19/11/2024 | 2.44% | 0.73 CHF | 0.74 CHF | 58,000 | 58,000 | 26,256 | 26,256 | 19,134 CHF | 19,534 CHF | 100.00% | 100.00% |
18/11/2024 | 2.16% | 0.79 CHF | 0.80 CHF | 57,000 | 57,000 | 25,888 | 25,888 | 21,020 CHF | 21,413 CHF | 99.87% | 99.87% |
15/11/2024 | 2.31% | 0.82 CHF | 0.83 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 20,343 CHF | 20,741 CHF | 99.72% | 99.72% |
14/11/2024 | 2.06% | 0.85 CHF | 0.86 CHF | 57,000 | 57,000 | 25,345 | 25,345 | 22,036 CHF | 22,419 CHF | 98.61% | 98.61% |
13/11/2024 | 2.13% | 0.91 CHF | 0.92 CHF | 56,000 | 56,000 | 25,776 | 25,776 | 22,067 CHF | 22,459 CHF | 100.00% | 100.00% |
12/11/2024 | 1.98% | 0.84 CHF | 0.85 CHF | 57,000 | 57,000 | 25,590 | 25,590 | 22,679 CHF | 23,067 CHF | 99.88% | 99.88% |
11/11/2024 | 2.10% | 0.90 CHF | 0.91 CHF | 57,000 | 57,000 | 25,419 | 25,419 | 22,585 CHF | 22,974 CHF | 99.76% | 99.76% |
08/11/2024 | 2.37% | 0.83 CHF | 0.84 CHF | 58,000 | 58,000 | 26,550 | 26,550 | 20,269 CHF | 20,671 CHF | 98.52% | 98.52% |
07/11/2024 | 2.10% | 0.76 CHF | 0.77 CHF | 59,000 | 59,000 | 26,260 | 26,260 | 21,718 CHF | 22,117 CHF | 100.00% | 100.00% |