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 | 0.69% | 1.45 CHF | 1.46 CHF | 275,000 | 275,000 | 268,990 | 268,990 | 386,854 CHF | 389,544 CHF | 99.47% | 99.47% |
19/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 265,000 | 265,000 | 260,824 | 260,824 | 365,608 CHF | 368,216 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 255,000 | 255,000 | 253,757 | 253,757 | 349,398 CHF | 351,935 CHF | 100.00% | 100.00% |
15/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 255,000 | 255,000 | 253,094 | 253,094 | 348,032 CHF | 350,563 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 255,000 | 255,000 | 254,939 | 254,939 | 353,185 CHF | 355,735 CHF | 98.94% | 98.94% |
13/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 260,000 | 260,000 | 255,166 | 255,166 | 352,980 CHF | 355,532 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 255,000 | 255,000 | 244,720 | 244,720 | 330,066 CHF | 332,519 CHF | 99.54% | 99.54% |
11/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 336,717 CHF | 339,202 CHF | 99.24% | 99.24% |
08/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250,000 | 250,000 | 248,201 | 248,201 | 336,777 CHF | 339,259 CHF | 97.47% | 97.47% |
07/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 240,000 | 240,000 | 243,383 | 243,383 | 327,735 CHF | 330,169 CHF | 99.40% | 99.40% |