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 | 1.21% | 0.80 CHF | 0.83 CHF | 91,000 | 91,000 | 91,141 | 91,141 | 74,877 CHF | 75,788 CHF | 0.96% | 97.34% |
22/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 93,000 | 93,000 | 90,728 | 90,728 | 77,413 CHF | 78,320 CHF | 100.00% | 100.00% |
20/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 93,000 | 93,000 | 90,519 | 90,519 | 76,452 CHF | 77,357 CHF | 100.00% | 100.00% |
19/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 93,000 | 93,000 | 90,418 | 90,418 | 76,624 CHF | 77,528 CHF | 100.00% | 100.00% |
18/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 93,000 | 93,000 | 90,530 | 90,530 | 76,858 CHF | 77,763 CHF | 100.00% | 100.00% |
15/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 93,000 | 93,000 | 90,423 | 90,423 | 77,872 CHF | 78,777 CHF | 100.00% | 100.00% |
14/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 93,000 | 93,000 | 91,591 | 91,591 | 82,398 CHF | 83,314 CHF | 99.34% | 99.34% |
13/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 93,000 | 93,000 | 90,756 | 90,756 | 79,162 CHF | 80,069 CHF | 100.00% | 100.00% |
12/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 93,000 | 93,000 | 90,141 | 90,141 | 78,192 CHF | 79,093 CHF | 98.86% | 100.00% |
11/11/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 91,000 | 91,000 | 86,765 | 86,765 | 69,562 CHF | 70,430 CHF | 99.93% | 99.93% |