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 | 1.10% | 0.98 CHF | 0.99 CHF | 165,000 | 165,000 | 72,210 | 72,210 | 67,365 CHF | 68,089 CHF | 99.57% | 99.57% |
19/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 160,000 | 160,000 | 71,490 | 71,490 | 67,849 CHF | 68,577 CHF | 99.20% | 99.20% |
18/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 170,000 | 170,000 | 75,916 | 75,916 | 78,278 CHF | 79,039 CHF | 99.90% | 99.90% |
15/11/2024 | 1.00% | 1.06 CHF | 1.07 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 72,768 CHF | 73,463 CHF | 91.93% | 91.93% |
14/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 150,000 | 150,000 | 66,140 | 66,140 | 53,046 CHF | 53,715 CHF | 99.72% | 99.72% |
13/11/2024 | 1.13% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 70,324 | 70,324 | 62,010 CHF | 62,714 CHF | 99.93% | 99.93% |
12/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 160,000 | 160,000 | 70,291 | 70,291 | 62,379 CHF | 63,083 CHF | 99.91% | 99.91% |
11/11/2024 | 1.46% | 0.87 CHF | 0.88 CHF | 155,000 | 155,000 | 63,860 | 63,860 | 54,430 CHF | 55,125 CHF | 99.90% | 99.90% |
08/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 69,255 | 69,255 | 55,564 CHF | 56,258 CHF | 97.39% | 97.39% |
07/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 160,000 | 160,000 | 71,181 | 71,181 | 63,234 CHF | 63,947 CHF | 100.00% | 100.00% |