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 | 1.15% | 0.92 CHF | 0.93 CHF | 65,000 | 65,000 | 35,755 | 35,755 | 31,859 CHF | 32,218 CHF | 99.90% | 99.90% |
19/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 35,868 | 35,868 | 30,803 CHF | 31,163 CHF | 98.91% | 98.91% |
18/11/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 65,000 | 65,000 | 35,737 | 35,737 | 27,814 CHF | 28,173 CHF | 99.59% | 99.59% |
15/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 65,000 | 65,000 | 35,701 | 35,701 | 26,781 CHF | 27,139 CHF | 99.89% | 99.89% |
14/11/2024 | 1.44% | 0.76 CHF | 0.77 CHF | 65,000 | 65,000 | 36,260 | 36,260 | 26,031 CHF | 26,394 CHF | 98.84% | 98.84% |
13/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 65,000 | 65,000 | 35,806 | 35,806 | 27,986 CHF | 28,345 CHF | 100.00% | 100.00% |
12/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 65,000 | 65,000 | 33,385 | 33,385 | 26,234 CHF | 26,570 CHF | 100.00% | 100.00% |
11/11/2024 | 1.11% | 0.84 CHF | 0.85 CHF | 65,000 | 65,000 | 35,513 | 35,513 | 32,363 CHF | 32,722 CHF | 99.93% | 99.93% |
08/11/2024 | 1.94% | 0.99 CHF | 1.00 CHF | 65,000 | 65,000 | 24,619 | 24,619 | 24,264 CHF | 24,534 CHF | 100.00% | 100.00% |
07/11/2024 | 1.02% | 1.02 CHF | 1.03 CHF | 60,000 | 60,000 | 28,763 | 28,763 | 28,630 CHF | 28,919 CHF | 98.68% | 98.68% |