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 | 0.89% | 1.10 CHF | 1.11 CHF | 65,000 | 65,000 | 35,755 | 35,755 | 40,498 CHF | 40,857 CHF | 99.90% | 99.90% |
19/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 65,000 | 65,000 | 35,867 | 35,867 | 41,535 CHF | 41,895 CHF | 98.91% | 98.91% |
18/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 65,000 | 65,000 | 35,736 | 35,736 | 44,557 CHF | 44,916 CHF | 99.58% | 99.58% |
15/11/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 65,000 | 65,000 | 35,700 | 35,700 | 45,691 CHF | 46,049 CHF | 99.89% | 99.89% |
14/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 65,000 | 65,000 | 36,260 | 36,260 | 47,566 CHF | 47,930 CHF | 98.84% | 98.84% |
13/11/2024 | 0.83% | 1.28 CHF | 1.29 CHF | 65,000 | 65,000 | 35,806 | 35,806 | 44,357 CHF | 44,716 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 65,000 | 65,000 | 33,385 | 33,385 | 41,118 CHF | 41,454 CHF | 100.00% | 100.00% |
11/11/2024 | 0.95% | 1.17 CHF | 1.18 CHF | 65,000 | 65,000 | 35,513 | 35,513 | 39,160 CHF | 39,519 CHF | 99.93% | 99.93% |
08/11/2024 | 1.84% | 1.02 CHF | 1.03 CHF | 65,000 | 65,000 | 24,623 | 24,623 | 25,059 CHF | 25,329 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 60,000 | 28,763 | 28,763 | 29,110 CHF | 29,398 CHF | 98.68% | 98.68% |