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 | 1.05% | 1.87 CHF | 1.88 CHF | 114,000 | 114,000 | 49,702 | 49,702 | 90,654 CHF | 91,415 CHF | 99.90% | 99.90% |
19/11/2024 | 1.07% | 1.65 CHF | 1.66 CHF | 118,000 | 118,000 | 51,731 | 51,731 | 85,765 CHF | 86,542 CHF | 99.83% | 99.83% |
18/11/2024 | 0.97% | 1.65 CHF | 1.66 CHF | 118,000 | 118,000 | 50,950 | 50,950 | 89,119 CHF | 89,880 CHF | 97.65% | 97.65% |
15/11/2024 | 0.83% | 1.94 CHF | 1.95 CHF | 112,000 | 112,000 | 47,281 | 47,281 | 99,126 CHF | 99,833 CHF | 99.58% | 99.58% |
14/11/2024 | 0.73% | 2.37 CHF | 2.38 CHF | 105,000 | 105,000 | 46,839 | 46,839 | 113,473 CHF | 114,180 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 2.54 CHF | 2.55 CHF | 103,000 | 103,000 | 46,303 | 46,303 | 116,949 CHF | 117,650 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 2.48 CHF | 2.49 CHF | 104,000 | 104,000 | 46,394 | 46,394 | 118,314 CHF | 119,017 CHF | 99.75% | 99.75% |
11/11/2024 | 0.69% | 2.68 CHF | 2.69 CHF | 102,000 | 102,000 | 45,812 | 45,812 | 120,461 CHF | 121,156 CHF | 99.89% | 99.89% |
08/11/2024 | 1.32% | 2.56 CHF | 2.57 CHF | 104,000 | 104,000 | 47,773 | 47,773 | 114,566 CHF | 115,677 CHF | 98.91% | 98.91% |
07/11/2024 | 1.44% | 2.24 CHF | 2.25 CHF | 109,000 | 109,000 | 49,026 | 49,026 | 106,265 CHF | 107,410 CHF | 99.90% | 99.90% |