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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.13% | 0.89 CHF | 0.89 CHF | 91,000 | 91,000 | 91,133 | 91,133 | 80,015 CHF | 80,926 CHF | 0.96% | 97.34% |
22/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 93,000 | 93,000 | 90,728 | 90,728 | 75,875 CHF | 76,782 CHF | 100.00% | 100.00% |
20/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 93,000 | 93,000 | 90,518 | 90,518 | 77,111 CHF | 78,016 CHF | 100.00% | 100.00% |
19/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 93,000 | 93,000 | 90,418 | 90,418 | 76,043 CHF | 76,947 CHF | 100.00% | 100.00% |
18/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 93,000 | 93,000 | 90,530 | 90,530 | 76,565 CHF | 77,471 CHF | 100.00% | 100.00% |
15/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 76,144 CHF | 77,048 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 93,000 | 93,000 | 91,592 | 91,592 | 73,855 CHF | 74,771 CHF | 99.39% | 99.39% |
13/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 93,000 | 93,000 | 90,757 | 90,757 | 75,525 CHF | 76,433 CHF | 100.00% | 100.00% |
12/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 93,000 | 93,000 | 90,141 | 90,141 | 76,111 CHF | 77,013 CHF | 98.86% | 100.00% |
11/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 91,000 | 91,000 | 86,765 | 86,765 | 79,531 CHF | 80,398 CHF | 99.93% | 99.93% |