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 | 1.10% | 0.94 CHF | 0.95 CHF | 110,000 | 110,000 | 107,597 | 107,597 | 97,545 CHF | 98,621 CHF | 99.47% | 99.47% |
19/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 85,235 CHF | 86,278 CHF | 100.00% | 100.00% |
18/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 75,919 CHF | 76,934 CHF | 100.00% | 100.00% |
15/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 74,487 CHF | 75,499 CHF | 100.00% | 100.00% |
14/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 77,838 CHF | 78,858 CHF | 99.33% | 99.33% |
13/11/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 77,435 CHF | 78,455 CHF | 100.00% | 100.00% |
12/11/2024 | 1.50% | 0.73 CHF | 0.74 CHF | 102,000 | 102,000 | 97,894 | 97,894 | 65,959 CHF | 66,940 CHF | 100.00% | 100.00% |
11/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 68,267 CHF | 69,261 CHF | 99.24% | 99.24% |
08/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 67,892 CHF | 68,885 CHF | 100.00% | 100.00% |
07/11/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 63,291 CHF | 64,265 CHF | 99.40% | 99.40% |