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 | 0.83% | 1.22 CHF | 1.23 CHF | 275,000 | 275,000 | 268,991 | 268,991 | 324,183 CHF | 326,873 CHF | 99.47% | 99.47% |
19/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 265,000 | 265,000 | 260,824 | 260,824 | 304,944 CHF | 307,552 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 255,000 | 255,000 | 253,757 | 253,757 | 290,498 CHF | 293,036 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 255,000 | 255,000 | 253,095 | 253,095 | 288,542 CHF | 291,073 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 255,000 | 255,000 | 254,940 | 254,940 | 293,172 CHF | 295,722 CHF | 99.33% | 99.33% |
13/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 260,000 | 260,000 | 255,166 | 255,166 | 293,194 CHF | 295,745 CHF | 100.00% | 100.00% |
12/11/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 255,000 | 255,000 | 244,730 | 244,730 | 272,628 CHF | 275,081 CHF | 99.86% | 99.86% |
11/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 278,456 CHF | 280,940 CHF | 99.24% | 99.24% |
08/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250,000 | 250,000 | 248,184 | 248,184 | 278,244 CHF | 280,726 CHF | 99.00% | 99.00% |
07/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 240,000 | 240,000 | 243,383 | 243,383 | 270,401 CHF | 272,835 CHF | 99.40% | 99.40% |