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 | 0.86% | 1.24 CHF | 1.25 CHF | 165,000 | 165,000 | 72,210 | 72,210 | 86,139 CHF | 86,863 CHF | 99.57% | 99.57% |
19/11/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 160,000 | 160,000 | 71,489 | 71,489 | 86,395 CHF | 87,123 CHF | 99.18% | 99.18% |
18/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 170,000 | 170,000 | 75,917 | 75,917 | 98,206 CHF | 98,967 CHF | 99.90% | 99.90% |
15/11/2024 | 0.79% | 1.33 CHF | 1.34 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 90,968 CHF | 91,663 CHF | 91.93% | 91.93% |
14/11/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 66,141 | 66,141 | 70,236 CHF | 70,905 CHF | 99.72% | 99.72% |
13/11/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 150,000 | 150,000 | 70,323 | 70,323 | 80,233 CHF | 80,938 CHF | 99.93% | 99.93% |
12/11/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 160,000 | 160,000 | 70,301 | 70,301 | 80,571 CHF | 81,276 CHF | 99.87% | 99.87% |
11/11/2024 | 1.12% | 1.13 CHF | 1.14 CHF | 155,000 | 155,000 | 63,863 | 63,863 | 70,899 CHF | 71,594 CHF | 99.90% | 99.90% |
08/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 150,000 | 150,000 | 69,301 | 69,301 | 73,235 CHF | 73,929 CHF | 97.35% | 97.35% |
07/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 160,000 | 160,000 | 71,185 | 71,185 | 81,446 CHF | 82,159 CHF | 100.00% | 100.00% |