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 | 1.18% | 0.80 CHF | 0.81 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 46,049 CHF | 46,595 CHF | 99.44% | 99.44% |
19/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 47,409 CHF | 47,953 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 51,919 CHF | 52,449 CHF | 99.88% | 99.88% |
15/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 51,167 CHF | 51,698 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 48,995 CHF | 49,535 CHF | 98.61% | 98.61% |
13/11/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 48,454 CHF | 48,995 CHF | 100.00% | 100.00% |
12/11/2024 | 1.05% | 0.88 CHF | 0.89 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 50,614 CHF | 51,149 CHF | 99.90% | 99.90% |
11/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 53,469 CHF | 53,999 CHF | 100.00% | 100.00% |
08/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 49,460 CHF | 50,000 CHF | 99.05% | 99.05% |
07/11/2024 | 1.02% | 0.92 CHF | 0.93 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 51,701 CHF | 52,230 CHF | 100.00% | 100.00% |