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% | 1.00 CHF | 1.01 CHF | 182,000 | 182,000 | 80,638 | 80,638 | 78,603 CHF | 79,411 CHF | 99.90% | 99.90% |
19/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 81,654 CHF | 82,474 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 182,000 | 182,000 | 81,456 | 81,456 | 81,553 CHF | 82,369 CHF | 99.90% | 99.90% |
15/11/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 182,000 | 182,000 | 80,589 | 80,589 | 79,684 CHF | 80,492 CHF | 99.90% | 99.90% |
14/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 180,000 | 180,000 | 80,145 | 80,145 | 76,812 CHF | 77,615 CHF | 100.00% | 100.00% |
13/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 180,000 | 180,000 | 80,280 | 80,280 | 75,846 CHF | 76,650 CHF | 100.00% | 100.00% |
12/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 178,000 | 178,000 | 79,865 | 79,865 | 73,949 CHF | 74,749 CHF | 99.85% | 99.85% |
11/11/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 178,000 | 178,000 | 79,822 | 79,822 | 72,544 CHF | 73,344 CHF | 99.59% | 99.59% |
08/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 178,000 | 178,000 | 79,959 | 79,959 | 71,932 CHF | 72,733 CHF | 100.00% | 100.00% |
07/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 72,074 CHF | 72,877 CHF | 99.89% | 99.89% |