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 | 1.05% | 0.99 CHF | 1.00 CHF | 90,000 | 90,000 | 44,572 | 44,572 | 43,548 CHF | 43,995 CHF | 99.32% | 99.32% |
19/11/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 90,000 | 90,000 | 44,500 | 44,500 | 40,716 CHF | 41,163 CHF | 100.00% | 100.00% |
18/11/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 90,000 | 90,000 | 44,592 | 44,592 | 39,651 CHF | 40,098 CHF | 99.65% | 99.65% |
15/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 90,000 | 90,000 | 44,608 | 44,608 | 41,464 CHF | 41,911 CHF | 99.90% | 99.90% |
14/11/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 44,650 | 44,650 | 42,869 CHF | 43,317 CHF | 98.11% | 98.11% |
13/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 90,000 | 90,000 | 44,564 | 44,564 | 43,217 CHF | 43,664 CHF | 100.00% | 100.00% |
12/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 90,000 | 90,000 | 44,582 | 44,582 | 43,832 CHF | 44,280 CHF | 99.87% | 99.87% |
11/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 90,000 | 90,000 | 44,581 | 44,581 | 44,858 CHF | 45,306 CHF | 99.85% | 99.85% |
08/11/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 90,000 | 90,000 | 44,699 | 44,699 | 44,627 CHF | 45,075 CHF | 99.06% | 99.06% |
07/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 90,000 | 90,000 | 44,667 | 44,667 | 44,285 CHF | 44,733 CHF | 99.72% | 99.72% |