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 | 1.52% | 0.69 CHF | 0.70 CHF | 182,000 | 182,000 | 80,640 | 80,640 | 54,196 CHF | 55,004 CHF | 99.90% | 99.90% |
19/11/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 184,000 | 184,000 | 81,850 | 81,850 | 56,953 CHF | 57,773 CHF | 100.00% | 100.00% |
18/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 182,000 | 182,000 | 81,461 | 81,461 | 56,987 CHF | 57,803 CHF | 99.90% | 99.90% |
15/11/2024 | 1.50% | 0.71 CHF | 0.72 CHF | 182,000 | 182,000 | 80,592 | 80,592 | 55,243 CHF | 56,051 CHF | 99.90% | 99.90% |
14/11/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 180,000 | 180,000 | 80,149 | 80,149 | 52,699 CHF | 53,502 CHF | 100.00% | 100.00% |
13/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 180,000 | 180,000 | 80,288 | 80,288 | 51,727 CHF | 52,532 CHF | 100.00% | 100.00% |
12/11/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 178,000 | 178,000 | 79,881 | 79,881 | 49,985 CHF | 50,785 CHF | 99.85% | 99.85% |
11/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 178,000 | 178,000 | 79,821 | 79,821 | 48,622 CHF | 49,422 CHF | 99.57% | 99.57% |
08/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 178,000 | 178,000 | 80,246 | 80,246 | 48,322 CHF | 49,126 CHF | 99.19% | 99.19% |
07/11/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 180,000 | 180,000 | 80,089 | 80,089 | 48,198 CHF | 49,001 CHF | 99.89% | 99.89% |