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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.97% | 0.81 CHF | 0.82 CHF | 157,000 | 157,000 | 85,951 | 85,951 | 88,632 CHF | 89,494 CHF | 99.94% | 99.94% |
20/11/2024 | 1.11% | 1.07 CHF | 1.08 CHF | 167,000 | 167,000 | 86,481 | 86,481 | 81,768 CHF | 82,636 CHF | 99.90% | 99.90% |
19/11/2024 | 0.95% | 0.90 CHF | 0.91 CHF | 164,000 | 164,000 | 88,225 | 88,225 | 92,666 CHF | 93,550 CHF | 99.55% | 99.55% |
18/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 164,000 | 164,000 | 86,666 | 86,666 | 80,172 CHF | 81,041 CHF | 98.73% | 98.73% |
15/11/2024 | 0.58% | 1.58 CHF | 1.59 CHF | 177,000 | 177,000 | 94,426 | 94,426 | 163,103 CHF | 164,049 CHF | 99.46% | 99.46% |
14/11/2024 | 0.76% | 1.58 CHF | 1.59 CHF | 177,000 | 177,000 | 90,825 | 90,825 | 126,392 CHF | 127,302 CHF | 98.84% | 98.84% |
13/11/2024 | 0.91% | 1.30 CHF | 1.31 CHF | 174,000 | 174,000 | 89,026 | 89,026 | 102,557 CHF | 103,449 CHF | 99.34% | 99.34% |
12/11/2024 | 1.15% | 1.01 CHF | 1.02 CHF | 167,000 | 167,000 | 83,231 | 83,231 | 77,143 CHF | 77,977 CHF | 96.41% | 96.41% |
11/11/2024 | 1.09% | 0.73 CHF | 0.74 CHF | 160,000 | 160,000 | 87,490 | 87,490 | 80,617 CHF | 81,493 CHF | 99.28% | 99.28% |
08/11/2024 | 0.51% | 1.63 CHF | 1.64 CHF | 180,000 | 180,000 | 96,365 | 96,365 | 187,586 CHF | 188,551 CHF | 100.00% | 100.00% |