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 | 1.00% | 1.07 CHF | 1.08 CHF | 165,000 | 165,000 | 72,211 | 72,211 | 74,022 CHF | 74,746 CHF | 99.57% | 99.57% |
19/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 160,000 | 160,000 | 71,489 | 71,489 | 74,468 CHF | 75,196 CHF | 99.20% | 99.20% |
18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 170,000 | 170,000 | 75,917 | 75,917 | 85,403 CHF | 86,164 CHF | 99.90% | 99.90% |
15/11/2024 | 0.91% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 69,356 | 69,356 | 79,260 CHF | 79,955 CHF | 91.93% | 91.93% |
14/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 150,000 | 150,000 | 66,105 | 66,105 | 59,108 CHF | 59,777 CHF | 99.72% | 99.72% |
13/11/2024 | 1.02% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 70,323 | 70,323 | 68,530 CHF | 69,235 CHF | 99.93% | 99.93% |
12/11/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 160,000 | 160,000 | 70,290 | 70,290 | 68,878 CHF | 69,583 CHF | 99.91% | 99.91% |
11/11/2024 | 1.32% | 0.96 CHF | 0.97 CHF | 155,000 | 155,000 | 63,860 | 63,860 | 60,317 CHF | 61,013 CHF | 99.90% | 99.90% |
08/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 69,257 | 69,257 | 61,898 CHF | 62,591 CHF | 97.39% | 97.39% |
07/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 160,000 | 160,000 | 71,185 | 71,185 | 69,756 CHF | 70,469 CHF | 100.00% | 100.00% |