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 | 0.87% | 1.19 CHF | 1.20 CHF | 310,000 | 310,000 | 137,355 | 137,355 | 161,565 CHF | 162,941 CHF | 99.90% | 99.90% |
19/11/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 305,000 | 305,000 | 132,787 | 132,787 | 153,973 CHF | 155,303 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 305,000 | 305,000 | 133,019 | 133,019 | 151,790 CHF | 153,122 CHF | 99.90% | 99.90% |
15/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 295,000 | 295,000 | 116,871 | 116,871 | 131,799 CHF | 132,970 CHF | 99.45% | 99.45% |
14/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 295,000 | 295,000 | 131,694 | 131,694 | 148,668 CHF | 149,987 CHF | 100.00% | 100.00% |
13/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 295,000 | 295,000 | 131,709 | 131,709 | 147,284 CHF | 148,604 CHF | 100.00% | 100.00% |
12/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 295,000 | 295,000 | 131,918 | 131,918 | 147,309 CHF | 148,631 CHF | 99.85% | 99.85% |
11/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 295,000 | 295,000 | 132,694 | 132,694 | 148,166 CHF | 149,495 CHF | 99.55% | 99.55% |
08/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 300,000 | 300,000 | 135,235 | 135,235 | 151,225 CHF | 152,580 CHF | 99.46% | 99.46% |
07/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 300,000 | 300,000 | 130,877 | 130,877 | 146,435 CHF | 147,746 CHF | 99.90% | 99.90% |