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 | 0.64% | 1.61 CHF | 1.62 CHF | 370,000 | 370,000 | 205,228 | 205,228 | 328,063 CHF | 330,119 CHF | 100.00% | 100.00% |
20/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 380,000 | 380,000 | 207,455 | 207,455 | 324,780 CHF | 326,861 CHF | 99.90% | 99.90% |
19/11/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 380,000 | 380,000 | 210,096 | 210,096 | 328,732 CHF | 330,853 CHF | 100.00% | 100.00% |
18/11/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 380,000 | 380,000 | 212,578 | 212,578 | 328,332 CHF | 330,464 CHF | 99.90% | 99.90% |
15/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 380,000 | 380,000 | 212,689 | 212,689 | 327,196 CHF | 329,326 CHF | 99.90% | 99.90% |
14/11/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 380,000 | 380,000 | 211,011 | 211,011 | 323,376 CHF | 325,494 CHF | 99.32% | 99.32% |
13/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 390,000 | 390,000 | 215,290 | 215,290 | 321,714 CHF | 323,876 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 1.52 CHF | 1.53 CHF | 390,000 | 390,000 | 215,371 | 215,371 | 322,746 CHF | 324,908 CHF | 99.78% | 99.78% |
11/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 390,000 | 390,000 | 213,441 | 213,441 | 323,166 CHF | 325,308 CHF | 99.65% | 99.65% |
08/11/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 390,000 | 390,000 | 212,540 | 212,540 | 328,165 CHF | 330,298 CHF | 99.16% | 99.16% |