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 | 1.07% | 0.85 CHF | 0.86 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 95,252 CHF | 96,280 CHF | 100.00% | 100.00% |
19/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 96,543 CHF | 97,570 CHF | 100.00% | 100.00% |
18/11/2024 | 1.12% | 0.95 CHF | 0.96 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 92,066 CHF | 93,098 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 98,717 | 98,717 | 113,453 CHF | 114,440 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 1.35 CHF | 1.36 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 124,553 CHF | 125,519 CHF | 100.00% | 100.00% |
13/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 95,821 CHF | 96,846 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 102,737 CHF | 103,739 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 100,677 CHF | 101,690 CHF | 100.00% | 100.00% |
08/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 93,813 CHF | 94,841 CHF | 100.00% | 100.00% |
07/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 92,501 CHF | 93,527 CHF | 100.00% | 100.00% |