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 | 1.60% | 0.62 CHF | 0.63 CHF | 375,000 | 375,000 | 168,279 | 168,279 | 106,479 CHF | 108,166 CHF | 99.90% | 99.90% |
19/11/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 380,000 | 380,000 | 168,486 | 168,486 | 106,172 CHF | 107,860 CHF | 100.00% | 100.00% |
18/11/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 375,000 | 375,000 | 162,407 | 162,407 | 96,921 CHF | 98,548 CHF | 99.63% | 99.63% |
15/11/2024 | 1.49% | 0.62 CHF | 0.63 CHF | 375,000 | 375,000 | 123,893 | 123,893 | 80,523 CHF | 81,765 CHF | 98.89% | 98.89% |
14/11/2024 | 2.49% | 0.66 CHF | 0.67 CHF | 380,000 | 380,000 | 127,411 | 127,411 | 85,534 CHF | 86,970 CHF | 95.14% | 95.14% |
13/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 420,000 | 420,000 | 187,529 | 187,529 | 155,140 CHF | 157,019 CHF | 99.78% | 99.78% |
12/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 425,000 | 425,000 | 188,500 | 188,500 | 157,604 CHF | 159,492 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 425,000 | 425,000 | 190,879 | 190,879 | 161,330 CHF | 163,243 CHF | 99.90% | 99.90% |
08/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 435,000 | 435,000 | 194,318 | 194,318 | 166,763 CHF | 168,710 CHF | 100.00% | 100.00% |
07/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 435,000 | 435,000 | 193,441 | 193,441 | 165,306 CHF | 167,244 CHF | 99.85% | 99.85% |