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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 108,000 | 108,000 | 108,964 | 108,964 | 83,698 CHF | 84,787 CHF | 100.00% | 100.00% |
20/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 106,000 | 106,000 | 105,441 | 105,441 | 86,570 CHF | 87,625 CHF | 100.00% | 100.00% |
19/11/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 104,000 | 104,000 | 102,960 | 102,960 | 89,795 CHF | 90,824 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 91,122 CHF | 92,142 CHF | 100.00% | 100.00% |
15/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,138 | 100,138 | 91,281 CHF | 92,282 CHF | 100.00% | 100.00% |
14/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 101,358 | 101,358 | 91,162 CHF | 92,175 CHF | 99.39% | 99.39% |
13/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 90,882 CHF | 91,893 CHF | 100.00% | 100.00% |
12/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 102,000 | 102,000 | 100,320 | 100,320 | 91,470 CHF | 92,474 CHF | 100.00% | 100.00% |
11/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 99,998 | 99,998 | 93,318 CHF | 94,318 CHF | 99.93% | 99.93% |
08/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 102,000 | 102,000 | 101,519 | 101,519 | 91,259 CHF | 92,274 CHF | 100.00% | 100.00% |