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 | 0.96% | 1.09 CHF | 1.10 CHF | 182,000 | 182,000 | 80,640 | 80,640 | 85,838 CHF | 86,646 CHF | 99.90% | 99.90% |
19/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 88,951 CHF | 89,771 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 182,000 | 182,000 | 81,458 | 81,458 | 88,885 CHF | 89,701 CHF | 99.90% | 99.90% |
15/11/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 182,000 | 182,000 | 80,591 | 80,591 | 87,016 CHF | 87,823 CHF | 99.90% | 99.90% |
14/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 180,000 | 180,000 | 80,146 | 80,146 | 84,074 CHF | 84,877 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 180,000 | 180,000 | 80,288 | 80,288 | 83,084 CHF | 83,888 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 178,000 | 178,000 | 79,877 | 79,877 | 81,138 CHF | 81,939 CHF | 99.85% | 99.85% |
11/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 178,000 | 178,000 | 79,820 | 79,820 | 79,714 CHF | 80,514 CHF | 99.57% | 99.57% |
08/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 178,000 | 178,000 | 80,245 | 80,245 | 79,328 CHF | 80,132 CHF | 99.19% | 99.19% |
07/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 180,000 | 180,000 | 80,088 | 80,088 | 79,203 CHF | 80,005 CHF | 99.89% | 99.89% |