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 | 1.77% | 0.60 CHF | 0.61 CHF | 182,000 | 182,000 | 80,638 | 80,638 | 46,470 CHF | 47,277 CHF | 99.90% | 99.90% |
19/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 184,000 | 184,000 | 81,847 | 81,847 | 49,109 CHF | 49,929 CHF | 100.00% | 100.00% |
18/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 182,000 | 182,000 | 81,458 | 81,458 | 48,984 CHF | 49,800 CHF | 99.90% | 99.90% |
15/11/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 182,000 | 182,000 | 80,591 | 80,591 | 47,446 CHF | 48,254 CHF | 99.90% | 99.90% |
14/11/2024 | 1.83% | 0.57 CHF | 0.58 CHF | 180,000 | 180,000 | 80,153 | 80,153 | 44,791 CHF | 45,594 CHF | 100.00% | 100.00% |
13/11/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 180,000 | 180,000 | 80,288 | 80,288 | 43,927 CHF | 44,731 CHF | 100.00% | 100.00% |
12/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 178,000 | 178,000 | 79,884 | 79,884 | 42,262 CHF | 43,063 CHF | 99.85% | 99.85% |
11/11/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 178,000 | 178,000 | 79,823 | 79,823 | 40,936 CHF | 41,736 CHF | 99.63% | 99.63% |
08/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 178,000 | 178,000 | 79,939 | 79,939 | 40,534 CHF | 41,334 CHF | 100.00% | 100.00% |
07/11/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 180,000 | 180,000 | 80,089 | 80,089 | 40,662 CHF | 41,464 CHF | 99.89% | 99.89% |