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 | 0.58% | 1.83 CHF | 1.84 CHF | 165,000 | 165,000 | 72,206 | 72,206 | 128,118 CHF | 128,842 CHF | 99.57% | 99.57% |
19/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 160,000 | 160,000 | 71,489 | 71,489 | 127,876 CHF | 128,604 CHF | 99.18% | 99.18% |
18/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 170,000 | 170,000 | 75,913 | 75,913 | 142,407 CHF | 143,168 CHF | 99.90% | 99.90% |
15/11/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 170,000 | 170,000 | 69,356 | 69,356 | 131,512 CHF | 132,207 CHF | 91.93% | 91.93% |
14/11/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 150,000 | 150,000 | 66,105 | 66,105 | 108,779 CHF | 109,448 CHF | 99.72% | 99.72% |
13/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 150,000 | 150,000 | 70,324 | 70,324 | 121,062 CHF | 121,767 CHF | 99.93% | 99.93% |
12/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 160,000 | 160,000 | 70,301 | 70,301 | 121,330 CHF | 122,034 CHF | 99.87% | 99.87% |
11/11/2024 | 0.74% | 1.71 CHF | 1.72 CHF | 155,000 | 155,000 | 63,857 | 63,857 | 107,810 CHF | 108,505 CHF | 99.90% | 99.90% |
08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 150,000 | 150,000 | 69,292 | 69,292 | 113,011 CHF | 113,705 CHF | 97.39% | 97.39% |
07/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 160,000 | 160,000 | 71,185 | 71,185 | 122,411 CHF | 123,124 CHF | 100.00% | 100.00% |