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% | 0.92 CHF | 0.93 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 38,417 CHF | 38,842 CHF | 100.00% | 100.00% |
19/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 38,789 CHF | 39,216 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 36,128 CHF | 36,547 CHF | 100.00% | 100.00% |
15/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 35,108 CHF | 35,521 CHF | 100.00% | 100.00% |
14/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 37,378 CHF | 37,799 CHF | 100.00% | 100.00% |
13/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 36,998 CHF | 37,418 CHF | 100.00% | 100.00% |
12/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 35,040 CHF | 35,453 CHF | 99.87% | 99.87% |
11/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 29,695 CHF | 30,095 CHF | 99.70% | 99.70% |
08/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 30,249 CHF | 30,649 CHF | 98.83% | 98.83% |
07/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 26,828 CHF | 27,217 CHF | 99.44% | 99.44% |