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 | 1.16% | 0.81 CHF | 0.82 CHF | 90,000 | 90,000 | 88,466 | 88,466 | 76,159 CHF | 77,043 CHF | 100.00% | 100.00% |
19/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 88,000 | 88,000 | 88,380 | 88,380 | 76,895 CHF | 77,779 CHF | 99.89% | 99.89% |
18/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 88,000 | 88,000 | 88,003 | 88,003 | 77,528 CHF | 78,408 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 0.95 CHF | 0.96 CHF | 86,000 | 86,000 | 84,879 | 84,879 | 85,992 CHF | 86,841 CHF | 100.00% | 100.00% |
14/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 83,000 | 83,000 | 83,168 | 83,168 | 90,209 CHF | 91,041 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 85,000 | 85,000 | 84,745 | 84,745 | 86,473 CHF | 87,320 CHF | 100.00% | 100.00% |
12/11/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 84,000 | 84,000 | 83,034 | 83,034 | 91,237 CHF | 92,067 CHF | 99.91% | 99.91% |
11/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 82,000 | 82,000 | 82,044 | 82,044 | 93,554 CHF | 94,375 CHF | 100.00% | 100.00% |
08/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 83,000 | 83,000 | 83,075 | 83,075 | 90,383 CHF | 91,214 CHF | 98.90% | 98.90% |
07/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 83,000 | 83,000 | 83,115 | 83,115 | 90,960 CHF | 91,791 CHF | 100.00% | 100.00% |