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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.03% | 0.55 CHF | 0.56 CHF | 315,000 | 315,000 | 110,273 | 110,273 | 57,547 CHF | 58,651 CHF | 99.78% | 99.78% |
19/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 325,000 | 325,000 | 111,940 | 111,940 | 54,378 CHF | 55,499 CHF | 100.00% | 100.00% |
18/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 320,000 | 320,000 | 110,121 | 110,121 | 56,367 CHF | 57,470 CHF | 99.90% | 99.90% |
15/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 320,000 | 320,000 | 109,477 | 109,477 | 58,569 CHF | 59,665 CHF | 100.00% | 100.00% |
14/11/2024 | 1.87% | 0.58 CHF | 0.59 CHF | 310,000 | 310,000 | 105,288 | 105,288 | 58,460 CHF | 59,514 CHF | 100.00% | 100.00% |
13/11/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 315,000 | 315,000 | 109,312 | 109,312 | 58,715 CHF | 59,810 CHF | 100.00% | 100.00% |
12/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 315,000 | 315,000 | 109,261 | 109,261 | 60,396 CHF | 61,489 CHF | 100.00% | 100.00% |
11/11/2024 | 1.77% | 0.61 CHF | 0.62 CHF | 310,000 | 310,000 | 107,626 | 107,626 | 63,043 CHF | 64,121 CHF | 99.77% | 99.77% |
08/11/2024 | 2.48% | 0.58 CHF | 0.59 CHF | 315,000 | 315,000 | 87,353 | 87,353 | 48,927 CHF | 49,910 CHF | 99.21% | 99.21% |
07/11/2024 | 1.48% | 0.73 CHF | 0.74 CHF | 295,000 | 295,000 | 102,779 | 102,779 | 72,670 CHF | 73,699 CHF | 99.85% | 99.85% |