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 | 1.71% | 0.99 CHF | 1.00 CHF | 91,000 | 91,000 | 40,580 | 40,580 | 41,722 CHF | 42,336 CHF | 99.90% | 99.90% |
19/11/2024 | 1.83% | 0.97 CHF | 0.98 CHF | 92,000 | 92,000 | 40,988 | 40,988 | 39,965 CHF | 40,586 CHF | 100.00% | 100.00% |
18/11/2024 | 1.82% | 1.00 CHF | 1.01 CHF | 91,000 | 91,000 | 40,849 | 40,849 | 40,036 CHF | 40,655 CHF | 99.90% | 99.90% |
15/11/2024 | 1.73% | 0.97 CHF | 0.98 CHF | 91,000 | 91,000 | 40,558 | 40,558 | 41,201 CHF | 41,815 CHF | 99.90% | 99.90% |
14/11/2024 | 1.63% | 1.06 CHF | 1.07 CHF | 90,000 | 90,000 | 40,338 | 40,338 | 43,498 CHF | 44,110 CHF | 100.00% | 100.00% |
13/11/2024 | 1.63% | 1.08 CHF | 1.09 CHF | 90,000 | 90,000 | 40,404 | 40,404 | 44,019 CHF | 44,632 CHF | 100.00% | 100.00% |
12/11/2024 | 1.59% | 1.12 CHF | 1.13 CHF | 89,000 | 89,000 | 40,195 | 40,195 | 45,191 CHF | 45,801 CHF | 99.85% | 99.85% |
11/11/2024 | 1.54% | 1.13 CHF | 1.14 CHF | 89,000 | 89,000 | 40,056 | 40,056 | 46,180 CHF | 46,789 CHF | 99.61% | 99.61% |
08/11/2024 | 1.56% | 1.16 CHF | 1.17 CHF | 89,000 | 89,000 | 40,243 | 40,243 | 46,302 CHF | 46,912 CHF | 100.00% | 100.00% |
07/11/2024 | 1.55% | 1.14 CHF | 1.15 CHF | 90,000 | 90,000 | 40,307 | 40,307 | 46,552 CHF | 47,163 CHF | 99.89% | 99.89% |