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 | 1.87% | 1.00 CHF | 1.01 CHF | 169,000 | 169,000 | 66,077 | 66,077 | 64,398 CHF | 65,352 CHF | 99.82% | 99.82% |
19/11/2024 | 2.95% | 0.89 CHF | 0.90 CHF | 189,000 | 189,000 | 51,988 | 51,988 | 45,160 CHF | 45,758 CHF | 99.92% | 99.92% |
18/11/2024 | 1.63% | 0.87 CHF | 0.88 CHF | 161,700 | 161,700 | 59,570 | 59,570 | 55,094 CHF | 55,814 CHF | 99.90% | 99.90% |
15/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 181,400 | 181,400 | 68,239 | 68,239 | 62,141 CHF | 62,824 CHF | 99.52% | 99.52% |
14/11/2024 | 1.76% | 0.88 CHF | 0.89 CHF | 180,300 | 180,300 | 71,259 | 71,259 | 62,246 CHF | 63,148 CHF | 100.00% | 100.00% |
13/11/2024 | 1.27% | 0.86 CHF | 0.87 CHF | 211,300 | 211,300 | 78,702 | 78,702 | 64,035 CHF | 64,824 CHF | 100.00% | 100.00% |
12/11/2024 | 2.43% | 0.78 CHF | 0.79 CHF | 219,900 | 219,900 | 53,344 | 53,344 | 40,387 CHF | 40,993 CHF | 99.95% | 99.95% |
11/11/2024 | 3.06% | 0.71 CHF | 0.72 CHF | 235,200 | 235,200 | 64,767 | 64,767 | 44,900 CHF | 45,613 CHF | 99.87% | 99.87% |
08/11/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 220,700 | 220,700 | 88,675 | 88,675 | 62,166 CHF | 63,054 CHF | 100.00% | 100.00% |
07/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 214,500 | 214,500 | 83,406 | 83,406 | 59,872 CHF | 60,711 CHF | 99.87% | 99.87% |