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 | 1.75% | 0.97 CHF | 0.98 CHF | 91,000 | 91,000 | 40,582 | 40,582 | 40,973 CHF | 41,588 CHF | 99.90% | 99.90% |
19/11/2024 | 1.86% | 0.95 CHF | 0.96 CHF | 92,000 | 92,000 | 40,988 | 40,988 | 39,203 CHF | 39,823 CHF | 100.00% | 100.00% |
18/11/2024 | 1.86% | 0.98 CHF | 0.99 CHF | 91,000 | 91,000 | 40,847 | 40,847 | 39,269 CHF | 39,888 CHF | 99.90% | 99.90% |
15/11/2024 | 1.76% | 0.95 CHF | 0.96 CHF | 91,000 | 91,000 | 40,557 | 40,557 | 40,425 CHF | 41,039 CHF | 99.90% | 99.90% |
14/11/2024 | 1.66% | 1.04 CHF | 1.05 CHF | 90,000 | 90,000 | 40,336 | 40,336 | 42,737 CHF | 43,349 CHF | 100.00% | 100.00% |
13/11/2024 | 1.66% | 1.06 CHF | 1.07 CHF | 90,000 | 90,000 | 40,403 | 40,403 | 43,260 CHF | 43,872 CHF | 100.00% | 100.00% |
12/11/2024 | 1.62% | 1.10 CHF | 1.11 CHF | 89,000 | 89,000 | 40,196 | 40,196 | 44,389 CHF | 44,999 CHF | 99.85% | 99.85% |
11/11/2024 | 1.57% | 1.11 CHF | 1.12 CHF | 89,000 | 89,000 | 40,059 | 40,059 | 45,367 CHF | 45,975 CHF | 99.59% | 99.59% |
08/11/2024 | 1.59% | 1.14 CHF | 1.15 CHF | 89,000 | 89,000 | 40,377 | 40,377 | 45,649 CHF | 46,261 CHF | 99.23% | 99.23% |
07/11/2024 | 1.57% | 1.12 CHF | 1.13 CHF | 90,000 | 90,000 | 40,306 | 40,306 | 45,775 CHF | 46,386 CHF | 99.89% | 99.89% |