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 | 0.79% | 1.30 CHF | 1.31 CHF | 310,000 | 310,000 | 137,349 | 137,349 | 177,476 CHF | 178,852 CHF | 99.90% | 99.90% |
19/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 305,000 | 305,000 | 132,793 | 132,793 | 169,302 CHF | 170,633 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 305,000 | 305,000 | 133,017 | 133,017 | 167,374 CHF | 168,707 CHF | 99.90% | 99.90% |
15/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 295,000 | 295,000 | 116,871 | 116,871 | 145,421 CHF | 146,592 CHF | 99.45% | 99.45% |
14/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 295,000 | 295,000 | 131,686 | 131,686 | 164,108 CHF | 165,428 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 295,000 | 295,000 | 131,710 | 131,710 | 162,449 CHF | 163,768 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 295,000 | 295,000 | 131,918 | 131,918 | 163,032 CHF | 164,354 CHF | 99.85% | 99.85% |
11/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 295,000 | 295,000 | 132,677 | 132,677 | 163,748 CHF | 165,077 CHF | 99.56% | 99.56% |
08/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 300,000 | 135,399 | 135,399 | 167,078 CHF | 168,435 CHF | 99.17% | 99.17% |
07/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 300,000 | 130,878 | 130,878 | 161,486 CHF | 162,798 CHF | 99.90% | 99.90% |