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 | 2.05% | 1.00 CHF | 1.02 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 92,037 CHF | 93,939 CHF | 100.00% | 100.00% |
20/11/2024 | 1.91% | 1.04 CHF | 1.06 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 99,843 CHF | 101,768 CHF | 100.00% | 100.00% |
19/11/2024 | 1.78% | 1.08 CHF | 1.10 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 109,294 CHF | 111,252 CHF | 99.90% | 99.90% |
18/11/2024 | 1.78% | 1.11 CHF | 1.13 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 109,011 CHF | 110,969 CHF | 100.00% | 100.00% |
15/11/2024 | 2.17% | 1.10 CHF | 1.12 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 86,339 CHF | 88,222 CHF | 100.00% | 100.00% |
14/11/2024 | 2.98% | 0.65 CHF | 0.67 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 59,473 CHF | 61,269 CHF | 100.00% | 100.00% |
13/11/2024 | 2.81% | 0.66 CHF | 0.68 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 63,480 CHF | 65,290 CHF | 100.00% | 100.00% |
12/11/2024 | 3.09% | 0.63 CHF | 0.65 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 57,357 CHF | 59,146 CHF | 99.91% | 99.91% |
11/11/2024 | 2.92% | 0.69 CHF | 0.71 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 60,805 CHF | 62,607 CHF | 100.00% | 100.00% |
08/11/2024 | 2.60% | 0.73 CHF | 0.75 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 69,470 CHF | 71,298 CHF | 98.96% | 98.96% |