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 | 1.00% | 1.03 CHF | 1.04 CHF | 80,000 | 80,000 | 36,573 | 36,573 | 37,230 CHF | 37,596 CHF | 99.33% | 99.33% |
19/11/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 36,856 | 36,856 | 35,090 CHF | 35,460 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 0.95 CHF | 0.96 CHF | 82,000 | 82,000 | 36,830 | 36,830 | 34,074 CHF | 34,443 CHF | 99.77% | 99.77% |
15/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 82,000 | 82,000 | 36,816 | 36,816 | 35,656 CHF | 36,025 CHF | 99.90% | 99.90% |
14/11/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 82,000 | 82,000 | 36,164 | 36,164 | 36,051 CHF | 36,414 CHF | 98.52% | 98.52% |
13/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 81,000 | 81,000 | 36,667 | 36,667 | 37,153 CHF | 37,520 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 81,000 | 81,000 | 36,567 | 36,567 | 37,517 CHF | 37,883 CHF | 99.89% | 99.89% |
11/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 80,000 | 80,000 | 35,641 | 35,641 | 37,836 CHF | 38,193 CHF | 99.90% | 99.90% |
08/11/2024 | 0.97% | 1.08 CHF | 1.09 CHF | 80,000 | 80,000 | 36,546 | 36,546 | 38,563 CHF | 38,929 CHF | 99.05% | 99.05% |
07/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 81,000 | 81,000 | 35,877 | 35,877 | 37,415 CHF | 37,775 CHF | 99.90% | 99.90% |