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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.29% | 0.71 CHF | 0.72 CHF | 96,000 | 96,000 | 94,329 | 94,329 | 72,687 CHF | 73,630 CHF | 100.00% | 100.00% |
22/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 94,000 | 94,000 | 94,593 | 94,593 | 73,499 CHF | 74,445 CHF | 100.00% | 100.00% |
20/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 94,000 | 94,000 | 93,115 | 93,115 | 78,723 CHF | 79,654 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 93,000 | 93,000 | 93,519 | 93,519 | 77,326 CHF | 78,261 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 92,000 | 92,000 | 92,629 | 92,629 | 80,386 CHF | 81,312 CHF | 100.00% | 100.00% |
15/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 93,000 | 93,000 | 92,597 | 92,597 | 79,122 CHF | 80,048 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 93,000 | 93,000 | 93,648 | 93,648 | 75,520 CHF | 76,456 CHF | 99.33% | 99.33% |
13/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 96,000 | 96,000 | 95,677 | 95,677 | 65,943 CHF | 66,900 CHF | 100.00% | 100.00% |
12/11/2024 | 1.32% | 0.67 CHF | 0.68 CHF | 96,000 | 96,000 | 94,583 | 94,583 | 71,471 CHF | 72,417 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 93,000 | 93,000 | 93,007 | 93,007 | 77,213 CHF | 78,143 CHF | 99.93% | 99.93% |