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 | 1.69% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 109,958 | 109,958 | 64,463 CHF | 65,563 CHF | 97.91% | 97.91% |
19/11/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 109,986 | 109,986 | 67,331 CHF | 68,431 CHF | 96.07% | 96.07% |
18/11/2024 | 1.70% | 0.64 CHF | 0.65 CHF | 110,000 | 110,000 | 109,969 | 109,969 | 64,389 CHF | 65,489 CHF | 96.78% | 96.78% |
15/11/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 110,000 | 110,000 | 109,966 | 109,966 | 64,067 CHF | 65,167 CHF | 97.07% | 97.07% |
14/11/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 110,000 | 110,000 | 109,976 | 109,976 | 67,160 CHF | 68,260 CHF | 95.13% | 95.13% |
13/11/2024 | 1.79% | 0.68 CHF | 0.69 CHF | 110,000 | 110,000 | 114,996 | 114,996 | 63,855 CHF | 65,005 CHF | 88.46% | 88.46% |
12/11/2024 | 1.20% | 0.67 CHF | 0.68 CHF | 110,000 | 110,000 | 109,091 | 109,091 | 90,262 CHF | 91,354 CHF | 94.22% | 94.22% |
11/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 99,962 | 99,962 | 89,891 CHF | 90,891 CHF | 98.06% | 98.06% |
08/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 107,753 | 107,753 | 90,620 CHF | 91,698 CHF | 96.11% | 96.11% |
07/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 110,000 | 110,000 | 101,210 | 101,210 | 86,855 CHF | 87,868 CHF | 96.70% | 96.70% |