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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.58% | 1.29 CHF | 1.31 CHF | 100,000 | 100,000 | 99,101 | 99,101 | 124,807 CHF | 126,789 CHF | 100.00% | 100.00% |
20/11/2024 | 1.49% | 1.33 CHF | 1.35 CHF | 92,500 | 92,500 | 92,748 | 92,748 | 123,372 CHF | 125,227 CHF | 100.00% | 100.00% |
19/11/2024 | 1.40% | 1.38 CHF | 1.40 CHF | 88,200 | 88,200 | 89,033 | 89,033 | 126,349 CHF | 128,129 CHF | 99.88% | 99.88% |
18/11/2024 | 1.42% | 1.42 CHF | 1.44 CHF | 93,100 | 93,100 | 93,024 | 93,024 | 130,358 CHF | 132,218 CHF | 100.00% | 100.00% |
15/11/2024 | 1.59% | 1.38 CHF | 1.40 CHF | 133,900 | 133,900 | 129,926 | 129,926 | 162,118 CHF | 164,717 CHF | 100.00% | 100.00% |
14/11/2024 | 1.87% | 1.05 CHF | 1.07 CHF | 123,300 | 123,300 | 123,062 | 123,062 | 130,553 CHF | 133,014 CHF | 100.00% | 100.00% |
13/11/2024 | 1.82% | 1.06 CHF | 1.08 CHF | 124,200 | 124,200 | 124,857 | 124,857 | 136,220 CHF | 138,718 CHF | 100.00% | 100.00% |
12/11/2024 | 1.90% | 1.03 CHF | 1.05 CHF | 116,700 | 116,700 | 117,310 | 117,310 | 122,416 CHF | 124,762 CHF | 99.90% | 99.90% |
11/11/2024 | 1.85% | 1.08 CHF | 1.10 CHF | 113,800 | 113,800 | 113,893 | 113,893 | 121,771 CHF | 124,049 CHF | 100.00% | 100.00% |
08/11/2024 | 1.74% | 1.12 CHF | 1.14 CHF | 113,600 | 113,600 | 114,057 | 114,057 | 129,991 CHF | 132,272 CHF | 98.93% | 98.93% |