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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 145,000 | 145,000 | 66,397 | 66,397 | 56,229 CHF | 56,895 CHF | 100.00% | 100.00% |
22/11/2024 | 1.06% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 66,938 | 66,938 | 62,895 CHF | 63,566 CHF | 100.00% | 100.00% |
20/11/2024 | 1.03% | 1.05 CHF | 1.06 CHF | 165,000 | 165,000 | 72,208 | 72,208 | 72,028 CHF | 72,752 CHF | 99.57% | 99.57% |
19/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 160,000 | 160,000 | 71,488 | 71,488 | 72,506 CHF | 73,234 CHF | 99.20% | 99.20% |
18/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 170,000 | 170,000 | 75,914 | 75,914 | 83,274 CHF | 84,035 CHF | 99.90% | 99.90% |
15/11/2024 | 0.94% | 1.13 CHF | 1.14 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 77,387 CHF | 78,082 CHF | 91.93% | 91.93% |
14/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 150,000 | 150,000 | 66,104 | 66,104 | 57,211 CHF | 57,880 CHF | 99.72% | 99.72% |
13/11/2024 | 1.05% | 0.90 CHF | 0.91 CHF | 150,000 | 150,000 | 70,322 | 70,322 | 66,543 CHF | 67,248 CHF | 99.93% | 99.93% |
12/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 160,000 | 160,000 | 70,294 | 70,294 | 66,878 CHF | 67,583 CHF | 99.89% | 99.89% |
11/11/2024 | 1.36% | 0.94 CHF | 0.95 CHF | 155,000 | 155,000 | 63,859 | 63,859 | 58,535 CHF | 59,230 CHF | 99.90% | 99.90% |