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 | 0.94% | 1.14 CHF | 1.15 CHF | 165,000 | 165,000 | 72,208 | 72,208 | 78,994 CHF | 79,718 CHF | 99.57% | 99.57% |
19/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 160,000 | 160,000 | 71,488 | 71,488 | 79,412 CHF | 80,141 CHF | 99.22% | 99.22% |
18/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 170,000 | 170,000 | 75,915 | 75,915 | 90,727 CHF | 91,488 CHF | 99.90% | 99.90% |
15/11/2024 | 0.86% | 1.23 CHF | 1.24 CHF | 170,000 | 170,000 | 69,356 | 69,356 | 84,168 CHF | 84,864 CHF | 91.93% | 91.93% |
14/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 66,142 | 66,142 | 63,686 CHF | 64,355 CHF | 99.72% | 99.72% |
13/11/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 70,321 | 70,321 | 73,353 CHF | 74,057 CHF | 99.93% | 99.93% |
12/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 160,000 | 160,000 | 70,289 | 70,289 | 73,683 CHF | 74,387 CHF | 99.91% | 99.91% |
11/11/2024 | 1.23% | 1.03 CHF | 1.04 CHF | 155,000 | 155,000 | 63,862 | 63,862 | 64,654 CHF | 65,350 CHF | 99.90% | 99.90% |
08/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 150,000 | 150,000 | 69,281 | 69,281 | 66,478 CHF | 67,172 CHF | 97.41% | 97.41% |
07/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 160,000 | 160,000 | 71,182 | 71,182 | 74,589 CHF | 75,302 CHF | 100.00% | 100.00% |