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 | 1.14% | 0.87 CHF | 0.88 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 92,855 CHF | 93,915 CHF | 100.00% | 100.00% |
19/11/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 106,000 | 106,000 | 104,755 | 104,755 | 94,413 CHF | 95,460 CHF | 99.87% | 99.87% |
18/11/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 104,000 | 104,000 | 105,687 | 105,687 | 92,394 CHF | 93,450 CHF | 100.00% | 100.00% |
15/11/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 106,000 | 106,000 | 106,132 | 106,132 | 92,534 CHF | 93,596 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 104,000 | 104,000 | 105,394 | 105,394 | 94,936 CHF | 95,990 CHF | 100.00% | 100.00% |
13/11/2024 | 1.17% | 0.97 CHF | 0.98 CHF | 104,000 | 104,000 | 106,602 | 106,602 | 90,573 CHF | 91,639 CHF | 100.00% | 100.00% |
12/11/2024 | 0.89% | 0.96 CHF | 0.97 CHF | 104,000 | 104,000 | 99,984 | 99,984 | 111,781 CHF | 112,781 CHF | 99.81% | 99.81% |
11/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 116,987 CHF | 117,967 CHF | 100.00% | 100.00% |
08/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 98,000 | 98,000 | 99,560 | 99,560 | 113,063 CHF | 114,059 CHF | 98.93% | 98.93% |
07/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 98,245 | 98,245 | 113,351 CHF | 114,334 CHF | 100.00% | 100.00% |