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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 102,000 | 102,000 | 102,459 | 102,459 | 91,649 CHF | 92,673 CHF | 100.00% | 100.00% |
20/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 99,440 | 99,440 | 94,578 CHF | 95,572 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 98,000 | 98,000 | 96,961 | 96,961 | 97,053 CHF | 98,023 CHF | 100.00% | 100.00% |
18/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 98,215 CHF | 99,175 CHF | 100.00% | 100.00% |
15/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 94,000 | 94,000 | 94,139 | 94,139 | 98,119 CHF | 99,061 CHF | 100.00% | 100.00% |
14/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 94,000 | 94,000 | 95,359 | 95,359 | 98,194 CHF | 99,147 CHF | 99.34% | 99.34% |
13/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 96,000 | 96,000 | 95,138 | 95,138 | 97,860 CHF | 98,811 CHF | 100.00% | 100.00% |
12/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 96,000 | 96,000 | 94,320 | 94,320 | 98,326 CHF | 99,269 CHF | 100.00% | 100.00% |
11/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 94,000 | 94,000 | 93,998 | 93,998 | 100,262 CHF | 101,202 CHF | 99.93% | 99.93% |
08/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 96,000 | 96,000 | 95,519 | 95,519 | 98,289 CHF | 99,244 CHF | 100.00% | 100.00% |