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 | 2.19% | 0.93 CHF | 0.95 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 85,898 CHF | 87,801 CHF | 100.00% | 100.00% |
20/11/2024 | 2.03% | 0.98 CHF | 1.00 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 93,755 CHF | 95,681 CHF | 100.00% | 100.00% |
19/11/2024 | 1.88% | 1.02 CHF | 1.04 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 103,140 CHF | 105,099 CHF | 99.88% | 99.88% |
18/11/2024 | 1.89% | 1.05 CHF | 1.07 CHF | 98,000 | 98,000 | 97,904 | 97,904 | 102,806 CHF | 104,764 CHF | 100.00% | 100.00% |
15/11/2024 | 2.34% | 1.04 CHF | 1.06 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 80,275 CHF | 82,158 CHF | 100.00% | 100.00% |
14/11/2024 | 3.30% | 0.59 CHF | 0.61 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 53,635 CHF | 55,431 CHF | 100.00% | 100.00% |
13/11/2024 | 3.10% | 0.59 CHF | 0.61 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 57,634 CHF | 59,444 CHF | 100.00% | 100.00% |
12/11/2024 | 3.43% | 0.56 CHF | 0.58 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 51,545 CHF | 53,334 CHF | 99.90% | 99.90% |
11/11/2024 | 3.23% | 0.62 CHF | 0.64 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 54,887 CHF | 56,689 CHF | 100.00% | 100.00% |
08/11/2024 | 2.84% | 0.67 CHF | 0.69 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 63,529 CHF | 65,357 CHF | 98.91% | 98.91% |