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 | 1.56% | 0.61 CHF | 0.62 CHF | 106,000 | 106,000 | 105,441 | 105,441 | 66,933 CHF | 67,987 CHF | 100.00% | 100.00% |
19/11/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 104,000 | 104,000 | 102,960 | 102,960 | 70,136 CHF | 71,166 CHF | 100.00% | 100.00% |
18/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 71,586 CHF | 72,606 CHF | 100.00% | 100.00% |
15/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,137 | 100,137 | 72,019 CHF | 73,020 CHF | 100.00% | 100.00% |
14/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 101,358 | 101,358 | 71,708 CHF | 72,721 CHF | 99.39% | 99.39% |
13/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 71,855 CHF | 72,866 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 102,000 | 102,000 | 100,320 | 100,320 | 72,638 CHF | 73,642 CHF | 100.00% | 100.00% |
11/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,998 | 99,998 | 74,680 CHF | 75,680 CHF | 99.93% | 99.93% |
08/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 102,000 | 102,000 | 101,520 | 101,520 | 72,197 CHF | 73,212 CHF | 100.00% | 100.00% |
07/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,996 | 99,996 | 74,026 CHF | 75,026 CHF | 100.00% | 100.00% |