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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 108,000 | 108,000 | 108,964 | 108,964 | 73,600 CHF | 74,690 CHF | 100.00% | 100.00% |
20/11/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 106,000 | 106,000 | 105,441 | 105,441 | 76,740 CHF | 77,794 CHF | 100.00% | 100.00% |
19/11/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 104,000 | 104,000 | 102,961 | 102,961 | 79,741 CHF | 80,770 CHF | 100.00% | 100.00% |
18/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 81,565 CHF | 82,585 CHF | 100.00% | 100.00% |
15/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,138 | 100,138 | 81,834 CHF | 82,836 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 101,359 | 101,359 | 81,705 CHF | 82,718 CHF | 99.39% | 99.39% |
13/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 81,430 CHF | 82,441 CHF | 100.00% | 100.00% |
12/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 102,000 | 102,000 | 100,320 | 100,320 | 81,992 CHF | 82,995 CHF | 100.00% | 100.00% |
11/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,998 | 99,998 | 84,010 CHF | 85,010 CHF | 99.93% | 99.93% |
08/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 102,000 | 102,000 | 101,520 | 101,520 | 81,721 CHF | 82,736 CHF | 100.00% | 100.00% |