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 | 1.67% | 1.21 CHF | 1.23 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 112,667 CHF | 114,569 CHF | 100.00% | 100.00% |
20/11/2024 | 1.58% | 1.26 CHF | 1.28 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 120,857 CHF | 122,782 CHF | 100.00% | 100.00% |
19/11/2024 | 1.49% | 1.30 CHF | 1.32 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 130,709 CHF | 132,667 CHF | 99.87% | 99.87% |
18/11/2024 | 1.49% | 1.33 CHF | 1.35 CHF | 98,000 | 98,000 | 97,904 | 97,904 | 130,387 CHF | 132,345 CHF | 100.00% | 100.00% |
15/11/2024 | 1.76% | 1.32 CHF | 1.34 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 106,804 CHF | 108,687 CHF | 100.00% | 100.00% |
14/11/2024 | 2.25% | 0.87 CHF | 0.89 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 78,957 CHF | 80,753 CHF | 100.00% | 100.00% |
13/11/2024 | 2.15% | 0.88 CHF | 0.90 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 83,128 CHF | 84,937 CHF | 100.00% | 100.00% |
12/11/2024 | 2.31% | 0.85 CHF | 0.87 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 76,771 CHF | 78,561 CHF | 99.89% | 99.89% |
11/11/2024 | 2.22% | 0.91 CHF | 0.93 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 80,277 CHF | 82,079 CHF | 100.00% | 100.00% |
08/11/2024 | 2.03% | 0.95 CHF | 0.97 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 89,298 CHF | 91,126 CHF | 98.93% | 98.93% |