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 | 0.75% | 1.28 CHF | 1.29 CHF | 238,100 | 238,100 | 105,489 | 105,489 | 141,190 CHF | 142,248 CHF | 99.90% | 99.90% |
19/11/2024 | 0.79% | 1.35 CHF | 1.36 CHF | 251,500 | 251,500 | 112,804 | 112,804 | 145,840 CHF | 146,970 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 243,600 | 243,600 | 108,496 | 108,496 | 149,505 CHF | 150,592 CHF | 99.90% | 99.90% |
15/11/2024 | 0.64% | 1.41 CHF | 1.42 CHF | 200,800 | 200,800 | 86,620 | 86,620 | 134,347 CHF | 135,220 CHF | 99.69% | 99.69% |
14/11/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 183,800 | 183,800 | 79,773 | 79,773 | 144,705 CHF | 145,504 CHF | 100.00% | 100.00% |
13/11/2024 | 0.63% | 1.74 CHF | 1.75 CHF | 201,500 | 201,500 | 90,577 | 90,577 | 149,622 CHF | 150,529 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 214,600 | 214,600 | 95,771 | 95,771 | 147,147 CHF | 148,106 CHF | 100.00% | 100.00% |
11/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 208,700 | 208,700 | 92,574 | 92,574 | 146,520 CHF | 147,447 CHF | 100.00% | 100.00% |
08/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 201,000 | 201,000 | 89,725 | 89,725 | 144,748 CHF | 145,647 CHF | 100.00% | 100.00% |
07/11/2024 | 0.66% | 1.67 CHF | 1.68 CHF | 212,200 | 212,200 | 94,767 | 94,767 | 151,351 CHF | 152,302 CHF | 99.33% | 99.33% |