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 | 0.76% | 1.33 CHF | 1.34 CHF | 275,000 | 275,000 | 268,991 | 268,991 | 354,566 CHF | 357,256 CHF | 99.47% | 99.47% |
19/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 265,000 | 265,000 | 260,824 | 260,824 | 334,331 CHF | 336,940 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 255,000 | 255,000 | 253,758 | 253,758 | 318,860 CHF | 321,397 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 255,000 | 255,000 | 253,094 | 253,094 | 317,367 CHF | 319,898 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 255,000 | 255,000 | 254,941 | 254,941 | 322,482 CHF | 325,031 CHF | 98.84% | 98.84% |
13/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 260,000 | 260,000 | 255,167 | 255,167 | 322,219 CHF | 324,771 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 255,000 | 255,000 | 244,718 | 244,718 | 300,642 CHF | 303,095 CHF | 99.44% | 99.44% |
11/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250,000 | 250,000 | 248,431 | 248,431 | 306,738 CHF | 309,223 CHF | 99.24% | 99.24% |
08/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250,000 | 250,000 | 248,142 | 248,142 | 306,669 CHF | 309,151 CHF | 95.75% | 95.75% |
07/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 240,000 | 240,000 | 243,383 | 243,383 | 298,186 CHF | 300,619 CHF | 99.40% | 99.40% |