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 | 0.71% | 1.40 CHF | 1.41 CHF | 192,800 | 192,800 | 189,917 | 189,917 | 267,065 CHF | 268,964 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 188,100 | 188,100 | 195,272 | 195,272 | 282,625 CHF | 284,578 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 199,699 | 199,699 | 276,710 CHF | 278,707 CHF | 100.00% | 100.00% |
15/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 199,600 | 199,600 | 201,191 | 201,191 | 275,504 CHF | 277,516 CHF | 98.67% | 98.67% |
14/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 202,200 | 202,200 | 191,062 | 191,062 | 259,332 CHF | 261,243 CHF | 99.91% | 99.91% |
13/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 183,800 | 183,800 | 182,298 | 182,298 | 266,564 CHF | 268,387 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 181,300 | 181,300 | 179,557 | 179,557 | 266,390 CHF | 268,186 CHF | 100.00% | 100.00% |
11/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 178,400 | 178,400 | 167,518 | 167,518 | 255,586 CHF | 257,261 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 160,300 | 160,300 | 163,915 | 163,915 | 273,608 CHF | 275,247 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 166,300 | 166,300 | 168,053 | 168,053 | 272,379 CHF | 274,059 CHF | 100.00% | 100.00% |