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% | 1.79 CHF | 1.80 CHF | 300,000 | 300,000 | 164,578 | 164,578 | 292,317 CHF | 293,966 CHF | 100.00% | 100.00% |
20/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 310,000 | 310,000 | 166,134 | 166,134 | 288,612 CHF | 290,279 CHF | 99.90% | 99.90% |
19/11/2024 | 0.60% | 1.77 CHF | 1.78 CHF | 300,000 | 300,000 | 170,467 | 170,467 | 295,950 CHF | 297,671 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 300,000 | 300,000 | 172,942 | 172,942 | 295,824 CHF | 297,558 CHF | 99.89% | 99.89% |
15/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 310,000 | 310,000 | 174,211 | 174,211 | 296,594 CHF | 298,339 CHF | 99.90% | 99.90% |
14/11/2024 | 0.61% | 1.72 CHF | 1.73 CHF | 310,000 | 310,000 | 172,681 | 172,681 | 292,634 CHF | 294,367 CHF | 99.30% | 99.30% |
13/11/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 310,000 | 310,000 | 172,874 | 172,874 | 284,957 CHF | 286,692 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 310,000 | 310,000 | 172,940 | 172,940 | 286,047 CHF | 287,784 CHF | 99.79% | 99.79% |
11/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 310,000 | 310,000 | 173,126 | 173,126 | 290,139 CHF | 291,877 CHF | 99.66% | 99.66% |
08/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 310,000 | 310,000 | 171,051 | 171,051 | 293,205 CHF | 294,922 CHF | 98.52% | 98.52% |