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 | 0.97% | 1.01 CHF | 1.02 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 37,207 CHF | 37,566 CHF | 99.90% | 99.90% |
19/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 65,000 | 65,000 | 35,868 | 35,868 | 38,301 CHF | 38,661 CHF | 98.91% | 98.91% |
18/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 65,000 | 65,000 | 35,736 | 35,736 | 41,313 CHF | 41,672 CHF | 99.58% | 99.58% |
15/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 65,000 | 65,000 | 35,700 | 35,700 | 42,456 CHF | 42,814 CHF | 99.89% | 99.89% |
14/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 65,000 | 65,000 | 36,260 | 36,260 | 44,275 CHF | 44,638 CHF | 98.84% | 98.84% |
13/11/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 65,000 | 65,000 | 35,806 | 35,806 | 41,134 CHF | 41,493 CHF | 100.00% | 100.00% |
12/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 65,000 | 65,000 | 33,385 | 33,385 | 38,115 CHF | 38,450 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 1.08 CHF | 1.09 CHF | 65,000 | 65,000 | 35,512 | 35,512 | 35,977 CHF | 36,336 CHF | 99.93% | 99.93% |
08/11/2024 | 2.01% | 0.93 CHF | 0.94 CHF | 65,000 | 65,000 | 24,620 | 24,620 | 22,871 CHF | 23,141 CHF | 100.00% | 100.00% |
07/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60,000 | 60,000 | 28,764 | 28,764 | 26,535 CHF | 26,824 CHF | 98.68% | 98.68% |