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 | 1.48% | 0.66 CHF | 0.67 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 71,166 CHF | 72,226 CHF | 100.00% | 100.00% |
19/11/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 106,000 | 106,000 | 104,753 | 104,753 | 73,023 CHF | 74,071 CHF | 99.88% | 99.88% |
18/11/2024 | 1.48% | 0.73 CHF | 0.74 CHF | 104,000 | 104,000 | 105,687 | 105,687 | 70,806 CHF | 71,862 CHF | 100.00% | 100.00% |
15/11/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 106,000 | 106,000 | 106,131 | 106,131 | 70,786 CHF | 71,848 CHF | 100.00% | 100.00% |
14/11/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 104,000 | 104,000 | 105,394 | 105,394 | 73,365 CHF | 74,419 CHF | 100.00% | 100.00% |
13/11/2024 | 1.55% | 0.77 CHF | 0.78 CHF | 104,000 | 104,000 | 106,602 | 106,602 | 68,790 CHF | 69,856 CHF | 100.00% | 100.00% |
12/11/2024 | 1.09% | 0.76 CHF | 0.77 CHF | 104,000 | 104,000 | 99,988 | 99,988 | 91,457 CHF | 92,457 CHF | 99.91% | 99.91% |
11/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 97,196 CHF | 98,176 CHF | 100.00% | 100.00% |
08/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 98,000 | 98,000 | 99,561 | 99,561 | 92,935 CHF | 93,931 CHF | 98.91% | 98.91% |
07/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 98,245 | 98,245 | 93,476 CHF | 94,459 CHF | 100.00% | 100.00% |