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 | 1.13% | 0.89 CHF | 0.90 CHF | 80,000 | 80,000 | 36,592 | 36,592 | 32,894 CHF | 33,260 CHF | 99.47% | 99.47% |
19/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 82,000 | 82,000 | 36,855 | 36,855 | 35,271 CHF | 35,641 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 36,850 | 36,850 | 36,614 CHF | 36,984 CHF | 99.82% | 99.82% |
15/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 36,735 | 36,735 | 35,145 CHF | 35,513 CHF | 99.72% | 99.72% |
14/11/2024 | 1.11% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 36,158 | 36,158 | 33,655 CHF | 34,018 CHF | 98.65% | 98.65% |
13/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 81,000 | 81,000 | 36,667 | 36,667 | 33,089 CHF | 33,457 CHF | 100.00% | 100.00% |
12/11/2024 | 1.15% | 0.91 CHF | 0.92 CHF | 81,000 | 81,000 | 36,560 | 36,560 | 32,419 CHF | 32,785 CHF | 99.88% | 99.88% |
11/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 80,000 | 80,000 | 35,640 | 35,640 | 30,552 CHF | 30,910 CHF | 99.90% | 99.90% |
08/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 36,547 | 36,547 | 31,104 CHF | 31,470 CHF | 99.04% | 99.04% |
07/11/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 81,000 | 81,000 | 35,876 | 35,876 | 31,057 CHF | 31,417 CHF | 99.90% | 99.90% |