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 | 0.67% | 1.53 CHF | 1.54 CHF | 310,000 | 310,000 | 137,350 | 137,350 | 208,290 CHF | 209,666 CHF | 99.90% | 99.90% |
19/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 305,000 | 305,000 | 132,795 | 132,795 | 199,084 CHF | 200,415 CHF | 100.00% | 100.00% |
18/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 305,000 | 305,000 | 133,016 | 133,016 | 197,095 CHF | 198,428 CHF | 99.89% | 99.89% |
15/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 295,000 | 295,000 | 116,870 | 116,870 | 171,718 CHF | 172,889 CHF | 99.45% | 99.45% |
14/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 295,000 | 295,000 | 131,694 | 131,694 | 193,560 CHF | 194,880 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 295,000 | 295,000 | 131,711 | 131,711 | 192,051 CHF | 193,371 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 295,000 | 295,000 | 131,914 | 131,914 | 192,130 CHF | 193,452 CHF | 99.85% | 99.85% |
11/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 295,000 | 295,000 | 132,675 | 132,675 | 193,021 CHF | 194,350 CHF | 99.57% | 99.57% |
08/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300,000 | 300,000 | 135,395 | 135,395 | 196,852 CHF | 198,208 CHF | 99.19% | 99.19% |
07/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300,000 | 300,000 | 130,874 | 130,874 | 190,330 CHF | 191,642 CHF | 99.90% | 99.90% |