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 | 0.51% | 1.84 CHF | 1.85 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 87,871 CHF | 88,321 CHF | 99.58% | 99.58% |
19/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 67,347 CHF | 67,697 CHF | 99.02% | 99.02% |
18/11/2024 | 0.39% | 2.43 CHF | 2.44 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 89,393 CHF | 89,743 CHF | 99.51% | 99.51% |
15/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 83,494 CHF | 83,794 CHF | 98.96% | 98.96% |
14/11/2024 | 0.33% | 2.83 CHF | 2.84 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 120,924 CHF | 121,324 CHF | 98.90% | 98.96% |
13/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 84,973 CHF | 85,373 CHF | 99.53% | 99.53% |
12/11/2024 | 0.41% | 2.07 CHF | 2.08 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 73,875 CHF | 74,175 CHF | 98.95% | 98.95% |
11/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 100,268 CHF | 100,618 CHF | 99.47% | 99.47% |
08/11/2024 | 0.37% | 2.59 CHF | 2.60 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 81,771 CHF | 82,071 CHF | 99.49% | 99.49% |
07/11/2024 | 0.34% | 3.10 CHF | 3.11 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 101,807 CHF | 102,157 CHF | 99.50% | 99.50% |