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 | 1.02% | 1.01 CHF | 1.02 CHF | 83,000 | 83,000 | 81,675 | 81,675 | 80,435 CHF | 81,253 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 84,000 | 84,000 | 83,579 | 83,579 | 89,047 CHF | 89,884 CHF | 98.97% | 98.97% |
18/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 83,500 | 83,500 | 82,465 | 82,465 | 83,558 CHF | 84,383 CHF | 100.00% | 100.00% |
15/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 85,000 | 85,000 | 85,022 | 85,022 | 91,176 CHF | 92,026 CHF | 72.21% | 72.21% |
14/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 85,000 | 85,000 | 84,568 | 84,568 | 92,459 CHF | 93,305 CHF | 100.00% | 100.00% |
13/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 85,500 | 85,500 | 84,842 | 84,842 | 93,517 CHF | 94,367 CHF | 99.32% | 99.32% |
12/11/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 86,000 | 86,000 | 83,420 | 83,420 | 87,551 CHF | 88,386 CHF | 100.00% | 100.00% |
11/11/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 80,500 | 80,500 | 79,195 | 79,195 | 68,859 CHF | 69,651 CHF | 100.00% | 100.00% |
08/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 80,500 | 80,500 | 79,687 | 79,687 | 70,517 CHF | 71,315 CHF | 100.00% | 100.00% |
07/11/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 80,000 | 80,000 | 80,686 | 80,686 | 73,874 CHF | 74,682 CHF | 100.00% | 100.00% |