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 | 0.79% | 1.21 CHF | 1.22 CHF | 83,000 | 83,000 | 82,986 | 82,986 | 104,409 CHF | 105,239 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 83,000 | 83,000 | 83,015 | 83,015 | 101,606 CHF | 102,437 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 81,000 | 81,000 | 81,960 | 81,960 | 107,335 CHF | 108,154 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 83,000 | 83,000 | 81,347 | 81,347 | 108,683 CHF | 109,497 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.33 CHF | 1.34 CHF | 81,000 | 81,000 | 82,676 | 82,676 | 104,563 CHF | 105,389 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 83,000 | 83,000 | 84,507 | 84,507 | 97,643 CHF | 98,488 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 1.09 CHF | 1.10 CHF | 85,000 | 85,000 | 83,328 | 83,328 | 99,095 CHF | 99,928 CHF | 99.86% | 99.86% |
11/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 81,000 | 81,000 | 81,068 | 81,068 | 109,160 CHF | 109,971 CHF | 99.71% | 99.71% |
08/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 83,000 | 83,000 | 79,193 | 79,193 | 108,757 CHF | 109,570 CHF | 100.00% | 100.00% |
07/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 77,000 | 77,000 | 77,267 | 77,267 | 131,064 CHF | 131,836 CHF | 100.00% | 100.00% |