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 | 1.45% | 0.68 CHF | 0.69 CHF | 108,000 | 108,000 | 105,353 | 105,353 | 72,273 CHF | 73,327 CHF | 100.00% | 100.00% |
19/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 110,000 | 110,000 | 107,062 | 107,062 | 75,167 CHF | 76,238 CHF | 100.00% | 100.00% |
18/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 77,598 CHF | 78,669 CHF | 100.00% | 100.00% |
15/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 112,000 | 112,000 | 108,237 | 108,237 | 81,996 CHF | 83,078 CHF | 100.00% | 100.00% |
14/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 112,000 | 112,000 | 109,507 | 109,507 | 87,171 CHF | 88,266 CHF | 99.33% | 99.33% |
13/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 112,000 | 112,000 | 108,896 | 108,896 | 84,178 CHF | 85,267 CHF | 100.00% | 100.00% |
12/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 112,000 | 112,000 | 110,613 | 110,613 | 85,865 CHF | 86,971 CHF | 68.32% | 100.00% |
11/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 110,000 | 110,000 | 105,398 | 105,398 | 74,832 CHF | 75,886 CHF | 99.93% | 99.93% |
08/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 108,000 | 108,000 | 103,453 | 103,453 | 67,455 CHF | 68,489 CHF | 100.00% | 100.00% |
07/11/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 102,000 | 102,000 | 99,411 | 99,411 | 54,065 CHF | 55,059 CHF | 98.53% | 98.53% |