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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 300,000 | 300,000 | 164,569 | 164,569 | 219,456 CHF | 221,105 CHF | 100.00% | 100.00% |
20/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 310,000 | 310,000 | 166,131 | 166,131 | 215,611 CHF | 217,278 CHF | 99.90% | 99.90% |
19/11/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 300,000 | 300,000 | 170,467 | 170,467 | 221,203 CHF | 222,924 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.32 CHF | 1.33 CHF | 300,000 | 300,000 | 172,943 | 172,943 | 219,693 CHF | 221,427 CHF | 99.89% | 99.89% |
15/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 310,000 | 310,000 | 174,211 | 174,211 | 219,789 CHF | 221,535 CHF | 99.90% | 99.90% |
14/11/2024 | 0.82% | 1.28 CHF | 1.29 CHF | 310,000 | 310,000 | 172,684 | 172,684 | 216,341 CHF | 218,075 CHF | 99.31% | 99.31% |
13/11/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 310,000 | 310,000 | 172,860 | 172,860 | 209,199 CHF | 210,934 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 1.24 CHF | 1.25 CHF | 310,000 | 310,000 | 172,860 | 172,860 | 210,329 CHF | 212,064 CHF | 99.98% | 99.98% |
11/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 310,000 | 310,000 | 173,125 | 173,125 | 214,391 CHF | 216,129 CHF | 99.65% | 99.65% |
08/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 310,000 | 310,000 | 171,996 | 171,996 | 220,388 CHF | 222,114 CHF | 98.30% | 98.30% |