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 | 1.16% | 0.89 CHF | 0.90 CHF | 80,000 | 80,000 | 36,594 | 36,594 | 31,983 CHF | 32,349 CHF | 99.47% | 99.47% |
19/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 82,000 | 82,000 | 36,857 | 36,857 | 29,852 CHF | 30,222 CHF | 100.00% | 100.00% |
18/11/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 82,000 | 82,000 | 36,868 | 36,868 | 28,813 CHF | 29,182 CHF | 99.88% | 99.88% |
15/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 82,000 | 82,000 | 36,735 | 36,735 | 30,298 CHF | 30,666 CHF | 99.72% | 99.72% |
14/11/2024 | 1.16% | 0.81 CHF | 0.82 CHF | 82,000 | 82,000 | 36,100 | 36,100 | 30,806 CHF | 31,167 CHF | 98.43% | 98.43% |
13/11/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 81,000 | 81,000 | 36,667 | 36,667 | 31,931 CHF | 32,298 CHF | 100.00% | 100.00% |
12/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 81,000 | 81,000 | 36,570 | 36,570 | 32,337 CHF | 32,704 CHF | 99.88% | 99.88% |
11/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 80,000 | 80,000 | 35,640 | 35,640 | 32,787 CHF | 33,144 CHF | 99.90% | 99.90% |
08/11/2024 | 1.11% | 0.94 CHF | 0.95 CHF | 80,000 | 80,000 | 36,547 | 36,547 | 33,428 CHF | 33,794 CHF | 99.04% | 99.04% |
07/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 81,000 | 81,000 | 35,911 | 35,911 | 32,404 CHF | 32,764 CHF | 99.68% | 99.68% |