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 | 1.32% | 0.75 CHF | 0.76 CHF | 54,000 | 54,000 | 53,628 | 53,628 | 40,255 CHF | 40,791 CHF | 99.44% | 99.44% |
19/11/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 38,131 CHF | 38,665 CHF | 99.47% | 99.47% |
18/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 47,299 CHF | 47,847 CHF | 100.00% | 100.00% |
15/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 49,628 CHF | 50,177 CHF | 99.44% | 99.44% |
14/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 56,000 | 56,000 | 56,062 | 56,062 | 56,231 CHF | 56,792 CHF | 100.00% | 100.00% |
13/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 56,000 | 56,000 | 56,460 | 56,460 | 57,717 CHF | 58,281 CHF | 100.00% | 100.00% |
12/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 56,000 | 56,000 | 61,829 | 61,829 | 58,044 CHF | 58,662 CHF | 99.85% | 99.85% |
11/11/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,480 | 75,480 | 79,305 CHF | 80,060 CHF | 99.70% | 99.70% |
08/11/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 78,000 | 78,000 | 78,495 | 78,495 | 99,438 CHF | 100,223 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 1.26 CHF | 1.27 CHF | 79,000 | 79,000 | 81,048 | 81,048 | 117,008 CHF | 117,818 CHF | 98.92% | 98.92% |