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 | 1.03% | 0.94 CHF | 0.95 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 106,674 CHF | 107,780 CHF | 99.30% | 99.30% |
19/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 115,000 | 115,000 | 113,801 | 113,801 | 106,585 CHF | 107,723 CHF | 99.81% | 99.81% |
18/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 107,693 CHF | 108,789 CHF | 99.89% | 99.89% |
15/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 107,475 CHF | 108,570 CHF | 99.99% | 99.99% |
14/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 110,000 | 110,000 | 111,612 | 111,612 | 105,857 CHF | 106,974 CHF | 98.54% | 98.54% |
13/11/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 115,000 | 115,000 | 110,688 | 110,688 | 107,099 CHF | 108,206 CHF | 99.42% | 99.42% |
12/11/2024 | 1.03% | 0.91 CHF | 0.92 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 106,430 CHF | 107,534 CHF | 99.79% | 99.79% |
11/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 114,546 CHF | 115,642 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 110,594 CHF | 111,690 CHF | 99.04% | 99.04% |
07/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 110,000 | 110,000 | 109,543 | 109,543 | 115,394 CHF | 116,490 CHF | 99.20% | 99.20% |