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 | 0.57% | 1.78 CHF | 1.79 CHF | 370,000 | 370,000 | 205,235 | 205,235 | 364,359 CHF | 366,415 CHF | 100.00% | 100.00% |
20/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 380,000 | 380,000 | 207,457 | 207,457 | 361,371 CHF | 363,453 CHF | 99.90% | 99.90% |
19/11/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 380,000 | 380,000 | 210,102 | 210,102 | 365,648 CHF | 367,769 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 380,000 | 380,000 | 212,573 | 212,573 | 365,726 CHF | 367,857 CHF | 99.89% | 99.89% |
15/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 380,000 | 380,000 | 212,723 | 212,723 | 364,904 CHF | 367,035 CHF | 99.90% | 99.90% |
14/11/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 380,000 | 380,000 | 210,925 | 210,925 | 360,283 CHF | 362,401 CHF | 99.36% | 99.36% |
13/11/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 390,000 | 390,000 | 215,302 | 215,302 | 359,443 CHF | 361,605 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 390,000 | 390,000 | 215,336 | 215,336 | 360,329 CHF | 362,491 CHF | 99.83% | 99.83% |
11/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 390,000 | 390,000 | 213,442 | 213,442 | 360,607 CHF | 362,749 CHF | 99.66% | 99.66% |
08/11/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 390,000 | 390,000 | 212,784 | 212,784 | 365,609 CHF | 367,744 CHF | 99.14% | 99.14% |