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 | 0.84% | 1.19 CHF | 1.20 CHF | 275,000 | 275,000 | 268,990 | 268,990 | 318,313 CHF | 321,002 CHF | 99.47% | 99.47% |
19/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 265,000 | 265,000 | 260,824 | 260,824 | 298,947 CHF | 301,556 CHF | 100.00% | 100.00% |
18/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 255,000 | 255,000 | 253,758 | 253,758 | 284,635 CHF | 287,172 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 255,000 | 255,000 | 253,094 | 253,094 | 283,427 CHF | 285,958 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 255,000 | 255,000 | 254,940 | 254,940 | 287,497 CHF | 290,046 CHF | 99.39% | 99.39% |
13/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 260,000 | 260,000 | 255,167 | 255,167 | 287,568 CHF | 290,120 CHF | 100.00% | 100.00% |
12/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 255,000 | 255,000 | 244,734 | 244,734 | 267,105 CHF | 269,558 CHF | 100.00% | 100.00% |
11/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 272,749 CHF | 275,233 CHF | 99.24% | 99.24% |
08/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250,000 | 250,000 | 248,182 | 248,182 | 272,715 CHF | 275,197 CHF | 100.00% | 100.00% |
07/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 243,383 | 243,383 | 264,885 CHF | 267,319 CHF | 99.40% | 99.40% |