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 | 0.87% | 1.07 CHF | 1.08 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 117,129 CHF | 118,156 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 118,403 CHF | 119,430 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 1.17 CHF | 1.18 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 114,077 CHF | 115,108 CHF | 100.00% | 100.00% |
15/11/2024 | 0.73% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 134,564 CHF | 135,551 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 96,000 | 96,000 | 96,675 | 96,675 | 145,194 CHF | 146,161 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 117,629 CHF | 118,654 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 124,066 CHF | 125,069 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 122,315 CHF | 123,329 CHF | 100.00% | 100.00% |
08/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 115,776 CHF | 116,803 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 114,501 CHF | 115,527 CHF | 100.00% | 100.00% |