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 | 1.28% | 0.76 CHF | 0.77 CHF | 106,000 | 106,000 | 105,441 | 105,441 | 82,135 CHF | 83,189 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 104,000 | 104,000 | 102,961 | 102,961 | 85,072 CHF | 86,102 CHF | 100.00% | 100.00% |
18/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 86,183 CHF | 87,203 CHF | 100.00% | 100.00% |
15/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,138 | 100,138 | 86,515 CHF | 87,517 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 101,359 | 101,359 | 86,554 CHF | 87,567 CHF | 99.39% | 99.39% |
13/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 86,099 CHF | 87,110 CHF | 100.00% | 100.00% |
12/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 102,000 | 102,000 | 100,320 | 100,320 | 86,713 CHF | 87,716 CHF | 100.00% | 100.00% |
11/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,998 | 99,998 | 88,727 CHF | 89,727 CHF | 99.93% | 99.93% |
08/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 102,000 | 102,000 | 101,519 | 101,519 | 86,521 CHF | 87,536 CHF | 100.00% | 100.00% |
07/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,996 | 99,996 | 88,631 CHF | 89,631 CHF | 100.00% | 100.00% |