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 | 0.83% | 1.24 CHF | 1.25 CHF | 310,000 | 310,000 | 137,354 | 137,354 | 168,229 CHF | 169,605 CHF | 99.90% | 99.90% |
19/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 305,000 | 305,000 | 132,793 | 132,793 | 160,479 CHF | 161,810 CHF | 100.00% | 100.00% |
18/11/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 305,000 | 305,000 | 133,020 | 133,020 | 158,407 CHF | 159,739 CHF | 99.90% | 99.90% |
15/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 295,000 | 295,000 | 116,873 | 116,873 | 137,632 CHF | 138,803 CHF | 99.45% | 99.45% |
14/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 295,000 | 295,000 | 131,686 | 131,686 | 155,227 CHF | 156,546 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 295,000 | 295,000 | 131,706 | 131,706 | 153,845 CHF | 155,165 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 295,000 | 295,000 | 131,918 | 131,918 | 153,881 CHF | 155,203 CHF | 99.85% | 99.85% |
11/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 295,000 | 295,000 | 132,688 | 132,688 | 154,631 CHF | 155,961 CHF | 99.60% | 99.60% |
08/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 300,000 | 134,921 | 134,921 | 157,560 CHF | 158,912 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 300,000 | 130,873 | 130,873 | 152,650 CHF | 153,962 CHF | 99.90% | 99.90% |