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 | 0.62% | 1.51 CHF | 1.52 CHF | 293,600 | 293,600 | 293,600 | 293,600 | 473,525 CHF | 476,461 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 271,500 | 271,500 | 271,500 | 271,500 | 409,511 CHF | 412,226 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 268,500 | 268,500 | 268,499 | 268,499 | 452,337 CHF | 455,022 CHF | 99.03% | 99.03% |
15/11/2024 | 0.55% | 1.73 CHF | 1.74 CHF | 248,700 | 248,700 | 248,700 | 248,700 | 449,651 CHF | 452,138 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 1.89 CHF | 1.90 CHF | 291,600 | 291,600 | 291,600 | 291,600 | 528,388 CHF | 531,304 CHF | 99.08% | 99.08% |
13/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 289,000 | 289,000 | 289,000 | 289,000 | 456,339 CHF | 459,229 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 1.60 CHF | 1.61 CHF | 228,800 | 228,800 | 228,800 | 228,800 | 423,656 CHF | 425,944 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 249,900 | 249,900 | 249,900 | 249,900 | 523,381 CHF | 525,880 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 1.88 CHF | 1.89 CHF | 226,600 | 226,600 | 226,600 | 226,600 | 439,498 CHF | 441,764 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 248,000 | 248,000 | 248,000 | 248,000 | 509,582 CHF | 512,062 CHF | 99.68% | 99.68% |