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 | 0.77% | 1.31 CHF | 1.32 CHF | 275,000 | 275,000 | 268,988 | 268,988 | 349,287 CHF | 351,977 CHF | 99.47% | 99.47% |
19/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 265,000 | 265,000 | 260,823 | 260,823 | 329,154 CHF | 331,762 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 255,000 | 255,000 | 253,757 | 253,757 | 313,810 CHF | 316,347 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 255,000 | 255,000 | 253,095 | 253,095 | 312,354 CHF | 314,885 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 255,000 | 255,000 | 254,941 | 254,941 | 317,406 CHF | 319,956 CHF | 99.34% | 99.34% |
13/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 260,000 | 260,000 | 255,167 | 255,167 | 317,149 CHF | 319,701 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 255,000 | 255,000 | 244,733 | 244,733 | 295,786 CHF | 298,239 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 250,000 | 250,000 | 248,430 | 248,430 | 301,799 CHF | 304,284 CHF | 99.24% | 99.24% |
08/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 250,000 | 250,000 | 248,181 | 248,181 | 301,713 CHF | 304,195 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 240,000 | 240,000 | 243,382 | 243,382 | 293,319 CHF | 295,753 CHF | 99.40% | 99.40% |