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 | 1.09% | 1.84 CHF | 1.86 CHF | 60,000 | 60,000 | 58,222 | 58,222 | 110,048 CHF | 111,216 CHF | 99.41% | 99.41% |
19/11/2024 | 1.11% | 1.82 CHF | 1.84 CHF | 60,000 | 60,000 | 58,318 | 58,318 | 107,803 CHF | 108,973 CHF | 99.90% | 99.90% |
18/11/2024 | 1.09% | 1.87 CHF | 1.89 CHF | 60,000 | 60,000 | 59,609 | 59,609 | 109,396 CHF | 110,589 CHF | 99.88% | 99.88% |
15/11/2024 | 1.11% | 1.82 CHF | 1.84 CHF | 60,000 | 60,000 | 59,762 | 59,762 | 107,168 CHF | 108,363 CHF | 100.00% | 100.00% |
14/11/2024 | 1.17% | 1.76 CHF | 1.78 CHF | 60,000 | 60,000 | 59,934 | 59,934 | 101,827 CHF | 103,026 CHF | 98.62% | 98.62% |
13/11/2024 | 1.24% | 1.63 CHF | 1.65 CHF | 60,000 | 60,000 | 64,931 | 64,931 | 104,711 CHF | 106,010 CHF | 100.00% | 100.00% |
12/11/2024 | 1.25% | 1.53 CHF | 1.55 CHF | 70,000 | 70,000 | 60,095 | 60,095 | 96,448 CHF | 97,651 CHF | 99.87% | 99.87% |
11/11/2024 | 1.18% | 1.72 CHF | 1.74 CHF | 60,000 | 60,000 | 59,469 | 59,469 | 101,331 CHF | 102,521 CHF | 100.00% | 100.00% |
08/11/2024 | 1.26% | 1.57 CHF | 1.59 CHF | 70,000 | 70,000 | 68,399 | 68,399 | 108,527 CHF | 109,898 CHF | 98.29% | 98.29% |
07/11/2024 | 1.18% | 1.69 CHF | 1.71 CHF | 60,000 | 60,000 | 59,048 | 59,048 | 100,820 CHF | 102,003 CHF | 100.00% | 100.00% |