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 | 1.08% | 1.70 CHF | 1.71 CHF | 128,000 | 128,000 | 57,247 | 57,247 | 95,711 CHF | 96,579 CHF | 99.90% | 99.90% |
19/11/2024 | 1.08% | 1.68 CHF | 1.69 CHF | 128,000 | 128,000 | 57,407 | 57,407 | 95,359 CHF | 96,227 CHF | 99.89% | 99.89% |
18/11/2024 | 1.07% | 1.70 CHF | 1.71 CHF | 128,000 | 128,000 | 57,244 | 57,244 | 95,919 CHF | 96,786 CHF | 99.90% | 99.90% |
15/11/2024 | 0.98% | 1.75 CHF | 1.76 CHF | 126,000 | 126,000 | 55,510 | 55,510 | 100,235 CHF | 101,073 CHF | 100.00% | 100.00% |
14/11/2024 | 0.95% | 1.86 CHF | 1.87 CHF | 122,000 | 122,000 | 54,457 | 54,457 | 101,905 CHF | 102,729 CHF | 100.00% | 100.00% |
13/11/2024 | 0.93% | 1.89 CHF | 1.90 CHF | 122,000 | 122,000 | 53,788 | 53,788 | 103,585 CHF | 104,398 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 2.04 CHF | 2.05 CHF | 118,000 | 118,000 | 52,498 | 52,498 | 108,308 CHF | 109,101 CHF | 99.93% | 99.93% |
11/11/2024 | 0.88% | 2.13 CHF | 2.14 CHF | 116,000 | 116,000 | 52,679 | 52,679 | 109,446 CHF | 110,247 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 2.00 CHF | 2.01 CHF | 120,000 | 120,000 | 53,489 | 53,489 | 109,449 CHF | 110,258 CHF | 98.94% | 98.94% |
07/11/2024 | 1.63% | 2.04 CHF | 2.05 CHF | 118,000 | 118,000 | 39,350 | 39,350 | 77,941 CHF | 78,680 CHF | 99.98% | 99.98% |