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% | 0.60 CHF | 0.61 CHF | 104,000 | 104,000 | 102,739 | 102,739 | 68,963 CHF | 69,990 CHF | 100.00% | 100.00% |
19/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 70,296 CHF | 71,324 CHF | 100.00% | 100.00% |
18/11/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 102,000 | 102,000 | 103,080 | 103,080 | 66,210 CHF | 67,241 CHF | 68.14% | 100.00% |
15/11/2024 | 1.12% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 98,717 | 98,717 | 88,133 CHF | 89,120 CHF | 100.00% | 100.00% |
14/11/2024 | 0.97% | 1.10 CHF | 1.11 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 99,808 CHF | 100,775 CHF | 100.00% | 100.00% |
13/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 69,536 CHF | 70,560 CHF | 100.00% | 100.00% |
12/11/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 77,160 CHF | 78,163 CHF | 100.00% | 100.00% |
11/11/2024 | - | 0.73 CHF | 0.75 CHF | 102,000 | 11,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 67,488 CHF | 68,516 CHF | 100.00% | 100.00% |
07/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 66,072 CHF | 67,099 CHF | 100.00% | 100.00% |