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 | 0.91% | 1.10 CHF | 1.11 CHF | 100,500 | 100,500 | 100,500 | 100,500 | 109,881 CHF | 110,886 CHF | 99.45% | 99.45% |
19/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100,500 | 100,500 | 96,178 | 96,178 | 103,770 CHF | 104,732 CHF | 98.78% | 98.78% |
18/11/2024 | 1.55% | 1.07 CHF | 1.08 CHF | 94,900 | 94,900 | 89,351 | 89,351 | 100,212 CHF | 101,772 CHF | 98.78% | 98.78% |
15/11/2024 | 1.69% | 1.19 CHF | 1.21 CHF | 87,600 | 87,600 | 84,107 | 84,107 | 98,678 CHF | 100,360 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 1.24 CHF | 1.26 CHF | 83,000 | 83,000 | 87,890 | 87,890 | 110,174 CHF | 111,238 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 89,300 | 89,300 | 92,586 | 92,586 | 110,114 CHF | 111,040 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 93,600 | 93,600 | 99,830 | 99,830 | 115,392 CHF | 116,391 CHF | 99.82% | 99.82% |
11/11/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 101,500 | 101,500 | 107,185 | 107,185 | 112,301 CHF | 113,373 CHF | 99.74% | 99.74% |
08/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 109,000 | 109,000 | 109,460 | 109,460 | 110,734 CHF | 111,829 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 109,600 | 109,600 | 103,265 | 103,265 | 104,388 CHF | 105,421 CHF | 99.96% | 99.96% |