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 | 1.28% | 0.73 CHF | 0.74 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 42,450 CHF | 42,996 CHF | 99.48% | 99.48% |
19/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 43,901 CHF | 44,444 CHF | 100.00% | 100.00% |
18/11/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 48,479 CHF | 49,009 CHF | 99.90% | 99.90% |
15/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 47,734 CHF | 48,265 CHF | 100.00% | 100.00% |
14/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 45,500 CHF | 46,040 CHF | 98.63% | 98.63% |
13/11/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 44,930 CHF | 45,471 CHF | 100.00% | 100.00% |
12/11/2024 | 1.13% | 0.82 CHF | 0.83 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 47,160 CHF | 47,695 CHF | 99.88% | 99.88% |
11/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 50,060 CHF | 50,590 CHF | 100.00% | 100.00% |
08/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 45,975 CHF | 46,515 CHF | 99.04% | 99.04% |
07/11/2024 | 1.09% | 0.85 CHF | 0.86 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 48,320 CHF | 48,849 CHF | 100.00% | 100.00% |