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 | 0.67% | 1.49 CHF | 1.50 CHF | 275,000 | 275,000 | 268,988 | 268,988 | 398,825 CHF | 401,515 CHF | 99.47% | 99.47% |
19/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 265,000 | 265,000 | 260,822 | 260,822 | 376,854 CHF | 379,463 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 255,000 | 255,000 | 253,757 | 253,757 | 360,712 CHF | 363,249 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 255,000 | 255,000 | 253,094 | 253,094 | 359,361 CHF | 361,892 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 255,000 | 255,000 | 254,942 | 254,942 | 363,977 CHF | 366,526 CHF | 99.39% | 99.39% |
13/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 260,000 | 260,000 | 255,166 | 255,166 | 364,203 CHF | 366,754 CHF | 100.00% | 100.00% |
12/11/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 255,000 | 255,000 | 244,733 | 244,733 | 340,531 CHF | 342,984 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 347,476 CHF | 349,961 CHF | 99.24% | 99.24% |
08/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250,000 | 250,000 | 248,182 | 248,182 | 347,428 CHF | 349,910 CHF | 100.00% | 100.00% |
07/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 240,000 | 240,000 | 243,382 | 243,382 | 338,503 CHF | 340,937 CHF | 99.40% | 99.40% |