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 | 1.96% | 0.50 CHF | 0.51 CHF | 108,000 | 108,000 | 105,352 | 105,352 | 53,265 CHF | 54,319 CHF | 100.00% | 100.00% |
19/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 110,000 | 110,000 | 107,062 | 107,062 | 55,950 CHF | 57,020 CHF | 100.00% | 100.00% |
18/11/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 58,280 CHF | 59,352 CHF | 100.00% | 100.00% |
15/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 112,000 | 112,000 | 108,237 | 108,237 | 62,408 CHF | 63,490 CHF | 100.00% | 100.00% |
14/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 112,000 | 112,000 | 109,506 | 109,506 | 67,314 CHF | 68,409 CHF | 99.33% | 99.33% |
13/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 112,000 | 112,000 | 108,897 | 108,897 | 64,499 CHF | 65,588 CHF | 100.00% | 100.00% |
12/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 112,000 | 112,000 | 110,613 | 110,613 | 65,738 CHF | 66,844 CHF | 68.32% | 100.00% |
11/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 110,000 | 110,000 | 105,399 | 105,399 | 55,595 CHF | 56,649 CHF | 99.93% | 99.93% |
08/11/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 108,000 | 108,000 | 103,453 | 103,453 | 48,607 CHF | 49,641 CHF | 100.00% | 100.00% |
07/11/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 102,000 | 102,000 | 99,411 | 99,411 | 35,998 CHF | 36,992 CHF | 98.53% | 98.53% |