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 | 1.67% | 0.57 CHF | 0.58 CHF | 106,000 | 106,000 | 105,441 | 105,441 | 62,448 CHF | 63,503 CHF | 100.00% | 100.00% |
19/11/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 104,000 | 104,000 | 102,960 | 102,960 | 65,888 CHF | 66,918 CHF | 100.00% | 100.00% |
18/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 67,218 CHF | 68,238 CHF | 100.00% | 100.00% |
15/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,138 | 100,138 | 67,714 CHF | 68,716 CHF | 100.00% | 100.00% |
14/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 101,359 | 101,359 | 67,477 CHF | 68,490 CHF | 99.34% | 99.34% |
13/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 67,202 CHF | 68,213 CHF | 100.00% | 100.00% |
12/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 102,000 | 102,000 | 100,320 | 100,320 | 67,885 CHF | 68,889 CHF | 100.00% | 100.00% |
11/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 99,998 | 99,998 | 69,965 CHF | 70,965 CHF | 99.93% | 99.93% |
08/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 102,000 | 102,000 | 101,519 | 101,519 | 67,891 CHF | 68,906 CHF | 100.00% | 100.00% |
07/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 99,996 | 99,996 | 69,744 CHF | 70,744 CHF | 100.00% | 100.00% |