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 | 1.71% | 1.19 CHF | 1.21 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 110,209 CHF | 112,111 CHF | 100.00% | 100.00% |
20/11/2024 | 1.62% | 1.23 CHF | 1.25 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 118,246 CHF | 120,172 CHF | 100.00% | 100.00% |
19/11/2024 | 1.52% | 1.27 CHF | 1.29 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 128,040 CHF | 129,999 CHF | 99.88% | 99.88% |
18/11/2024 | 1.52% | 1.31 CHF | 1.33 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 127,739 CHF | 129,697 CHF | 100.00% | 100.00% |
15/11/2024 | 1.80% | 1.29 CHF | 1.31 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 104,381 CHF | 106,264 CHF | 100.00% | 100.00% |
14/11/2024 | 2.32% | 0.84 CHF | 0.86 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 76,671 CHF | 78,467 CHF | 100.00% | 100.00% |
13/11/2024 | 2.22% | 0.85 CHF | 0.87 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 80,835 CHF | 82,645 CHF | 100.00% | 100.00% |
12/11/2024 | 2.38% | 0.82 CHF | 0.84 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 74,490 CHF | 76,279 CHF | 99.91% | 99.91% |
11/11/2024 | 2.28% | 0.88 CHF | 0.90 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 78,044 CHF | 79,845 CHF | 100.00% | 100.00% |
08/11/2024 | 2.08% | 0.93 CHF | 0.95 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 86,965 CHF | 88,793 CHF | 98.92% | 98.92% |