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 | 1.66% | 0.62 CHF | 0.63 CHF | 110,000 | 110,000 | 109,125 | 109,125 | 65,278 CHF | 66,369 CHF | 99.48% | 99.48% |
19/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 108,000 | 108,000 | 108,645 | 108,645 | 63,401 CHF | 64,488 CHF | 100.00% | 100.00% |
18/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 56,754 CHF | 57,814 CHF | 99.89% | 99.89% |
15/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 106,000 | 106,000 | 106,162 | 106,162 | 58,056 CHF | 59,117 CHF | 100.00% | 100.00% |
14/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 108,000 | 108,000 | 107,944 | 107,944 | 61,810 CHF | 62,889 CHF | 98.51% | 98.51% |
13/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 108,000 | 108,000 | 108,219 | 108,219 | 62,791 CHF | 63,873 CHF | 100.00% | 100.00% |
12/11/2024 | 1.78% | 0.59 CHF | 0.60 CHF | 108,000 | 108,000 | 106,996 | 106,996 | 59,453 CHF | 60,523 CHF | 99.88% | 99.88% |
11/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 55,767 CHF | 56,827 CHF | 100.00% | 100.00% |
08/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 108,000 | 108,000 | 107,925 | 107,925 | 62,110 CHF | 63,189 CHF | 99.04% | 99.04% |
07/11/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 108,000 | 108,000 | 105,748 | 105,748 | 58,187 CHF | 59,244 CHF | 100.00% | 100.00% |