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 | 1.58% | 0.63 CHF | 0.64 CHF | 375,000 | 375,000 | 168,285 | 168,285 | 108,329 CHF | 110,015 CHF | 99.90% | 99.90% |
19/11/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 380,000 | 380,000 | 168,483 | 168,483 | 108,097 CHF | 109,785 CHF | 100.00% | 100.00% |
18/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 375,000 | 375,000 | 162,398 | 162,398 | 98,840 CHF | 100,467 CHF | 99.63% | 99.63% |
15/11/2024 | 1.47% | 0.63 CHF | 0.64 CHF | 375,000 | 375,000 | 123,890 | 123,890 | 82,006 CHF | 83,248 CHF | 98.89% | 98.89% |
14/11/2024 | 2.45% | 0.67 CHF | 0.68 CHF | 380,000 | 380,000 | 127,398 | 127,398 | 87,019 CHF | 88,455 CHF | 95.14% | 95.14% |
13/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 420,000 | 420,000 | 187,523 | 187,523 | 157,445 CHF | 159,324 CHF | 99.78% | 99.78% |
12/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 425,000 | 425,000 | 188,510 | 188,510 | 160,023 CHF | 161,912 CHF | 100.00% | 100.00% |
11/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 425,000 | 425,000 | 190,859 | 190,859 | 163,898 CHF | 165,811 CHF | 99.90% | 99.90% |
08/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 435,000 | 435,000 | 194,319 | 194,319 | 169,206 CHF | 171,152 CHF | 100.00% | 100.00% |
07/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 435,000 | 435,000 | 193,439 | 193,439 | 167,524 CHF | 169,462 CHF | 99.85% | 99.85% |