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 | 0.96% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 101,579 | 101,579 | 104,890 CHF | 105,905 CHF | 99.85% | 99.85% |
19/11/2024 | 0.94% | 1.01 CHF | 1.02 CHF | 110,000 | 110,000 | 102,390 | 102,390 | 108,698 CHF | 109,722 CHF | 85.80% | 90.48% |
18/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,644 CHF | 115,644 CHF | 99.61% | 99.61% |
15/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,723 CHF | 116,723 CHF | 99.95% | 99.95% |
14/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,401 CHF | 119,401 CHF | 99.13% | 99.13% |
13/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,452 CHF | 116,452 CHF | 99.56% | 99.56% |
12/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,783 CHF | 124,783 CHF | 99.76% | 99.76% |
11/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,639 CHF | 129,639 CHF | 99.83% | 99.83% |
08/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,829 CHF | 124,829 CHF | 99.84% | 99.84% |
07/11/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,416 CHF | 126,416 CHF | 99.88% | 99.88% |