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 | 0.99% | 1.03 CHF | 1.04 CHF | 131,000 | 131,000 | 129,301 | 129,301 | 130,559 CHF | 131,852 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 130,000 | 130,000 | 129,932 | 129,932 | 132,363 CHF | 133,662 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 128,000 | 128,000 | 128,567 | 128,567 | 128,068 CHF | 129,354 CHF | 100.00% | 100.00% |
15/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 128,000 | 128,000 | 126,946 | 126,946 | 122,791 CHF | 124,061 CHF | 100.00% | 100.00% |
14/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 126,000 | 126,000 | 126,712 | 126,712 | 121,826 CHF | 123,093 CHF | 100.00% | 100.00% |
13/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 127,000 | 127,000 | 126,475 | 126,475 | 121,451 CHF | 122,716 CHF | 100.00% | 100.00% |
12/11/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 126,000 | 126,000 | 123,947 | 123,947 | 112,872 CHF | 114,112 CHF | 100.00% | 100.00% |
11/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 122,000 | 122,000 | 122,266 | 122,266 | 107,779 CHF | 109,002 CHF | 100.00% | 100.00% |
08/11/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 125,000 | 125,000 | 124,042 | 124,042 | 113,701 CHF | 114,942 CHF | 99.18% | 99.18% |
07/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 122,000 | 122,000 | 122,544 | 122,544 | 108,428 CHF | 109,653 CHF | 100.00% | 100.00% |