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 | 1.01% | 1.05 CHF | 1.06 CHF | 65,000 | 65,000 | 35,755 | 35,755 | 36,395 CHF | 36,754 CHF | 99.90% | 99.90% |
19/11/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 65,000 | 65,000 | 35,867 | 35,867 | 35,295 CHF | 35,655 CHF | 98.91% | 98.91% |
18/11/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 65,000 | 65,000 | 35,736 | 35,736 | 32,323 CHF | 32,682 CHF | 99.58% | 99.58% |
15/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 65,000 | 65,000 | 35,700 | 35,700 | 31,301 CHF | 31,660 CHF | 99.89% | 99.89% |
14/11/2024 | 1.22% | 0.89 CHF | 0.90 CHF | 65,000 | 65,000 | 36,259 | 36,259 | 30,596 CHF | 30,959 CHF | 98.84% | 98.84% |
13/11/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 35,806 | 35,806 | 32,463 CHF | 32,822 CHF | 100.00% | 100.00% |
12/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 65,000 | 65,000 | 33,385 | 33,385 | 30,432 CHF | 30,768 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 65,000 | 65,000 | 35,513 | 35,513 | 36,821 CHF | 37,179 CHF | 99.93% | 99.93% |
08/11/2024 | 1.73% | 1.11 CHF | 1.12 CHF | 65,000 | 65,000 | 24,622 | 24,622 | 27,314 CHF | 27,584 CHF | 100.00% | 100.00% |
07/11/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 60,000 | 60,000 | 28,763 | 28,763 | 32,195 CHF | 32,484 CHF | 98.68% | 98.68% |