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 | 1.27% | 0.80 CHF | 0.81 CHF | 110,000 | 110,000 | 109,125 | 109,125 | 85,100 CHF | 86,191 CHF | 99.47% | 99.47% |
19/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 108,000 | 108,000 | 108,645 | 108,645 | 83,207 CHF | 84,294 CHF | 100.00% | 100.00% |
18/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 76,121 CHF | 77,181 CHF | 99.89% | 99.89% |
15/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 106,000 | 106,000 | 106,162 | 106,162 | 77,490 CHF | 78,551 CHF | 100.00% | 100.00% |
14/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 108,000 | 108,000 | 107,944 | 107,944 | 81,709 CHF | 82,789 CHF | 98.64% | 98.64% |
13/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 108,000 | 108,000 | 108,219 | 108,219 | 82,603 CHF | 83,686 CHF | 100.00% | 100.00% |
12/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 108,000 | 108,000 | 106,996 | 106,996 | 78,972 CHF | 80,042 CHF | 99.88% | 99.88% |
11/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 75,259 CHF | 76,319 CHF | 100.00% | 100.00% |
08/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 108,000 | 108,000 | 107,925 | 107,925 | 81,987 CHF | 83,066 CHF | 99.04% | 99.04% |
07/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 108,000 | 108,000 | 105,748 | 105,748 | 77,606 CHF | 78,663 CHF | 100.00% | 100.00% |