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 | 1.14% | 0.89 CHF | 0.90 CHF | 110,000 | 110,000 | 109,125 | 109,125 | 95,330 CHF | 96,421 CHF | 99.47% | 99.47% |
19/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 108,000 | 108,000 | 108,645 | 108,645 | 93,313 CHF | 94,399 CHF | 100.00% | 100.00% |
18/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 85,912 CHF | 86,972 CHF | 99.89% | 99.89% |
15/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 106,000 | 106,000 | 106,162 | 106,162 | 87,353 CHF | 88,414 CHF | 100.00% | 100.00% |
14/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 108,000 | 108,000 | 107,945 | 107,945 | 91,753 CHF | 92,833 CHF | 98.57% | 98.57% |
13/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 108,000 | 108,000 | 108,218 | 108,218 | 92,752 CHF | 93,834 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 108,000 | 108,000 | 106,996 | 106,996 | 88,966 CHF | 90,036 CHF | 99.88% | 99.88% |
11/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 85,120 CHF | 86,180 CHF | 100.00% | 100.00% |
08/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 108,000 | 108,000 | 107,925 | 107,925 | 92,026 CHF | 93,106 CHF | 99.04% | 99.04% |
07/11/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 108,000 | 108,000 | 105,748 | 105,748 | 87,653 CHF | 88,711 CHF | 100.00% | 100.00% |