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 | 0.66% | 1.56 CHF | 1.57 CHF | 300,000 | 300,000 | 164,578 | 164,578 | 255,910 CHF | 257,559 CHF | 100.00% | 100.00% |
20/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 310,000 | 310,000 | 166,127 | 166,127 | 252,098 CHF | 253,765 CHF | 99.89% | 99.89% |
19/11/2024 | 0.68% | 1.55 CHF | 1.56 CHF | 300,000 | 300,000 | 170,472 | 170,472 | 258,609 CHF | 260,330 CHF | 100.00% | 100.00% |
18/11/2024 | 0.69% | 1.54 CHF | 1.55 CHF | 300,000 | 300,000 | 172,937 | 172,937 | 257,744 CHF | 259,478 CHF | 99.89% | 99.89% |
15/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 310,000 | 310,000 | 174,211 | 174,211 | 258,190 CHF | 259,936 CHF | 99.90% | 99.90% |
14/11/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 310,000 | 310,000 | 172,675 | 172,675 | 254,468 CHF | 256,202 CHF | 99.32% | 99.32% |
13/11/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 310,000 | 310,000 | 172,871 | 172,871 | 247,063 CHF | 248,798 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 1.46 CHF | 1.47 CHF | 310,000 | 310,000 | 172,974 | 172,974 | 248,294 CHF | 250,030 CHF | 99.72% | 99.72% |
11/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 310,000 | 310,000 | 173,130 | 173,130 | 252,238 CHF | 253,976 CHF | 99.65% | 99.65% |
08/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 310,000 | 310,000 | 171,706 | 171,706 | 257,234 CHF | 258,958 CHF | 98.50% | 98.50% |