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 | 1.14% | 0.95 CHF | 0.96 CHF | 165,000 | 165,000 | 72,207 | 72,207 | 64,857 CHF | 65,581 CHF | 99.57% | 99.57% |
19/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 160,000 | 160,000 | 71,490 | 71,490 | 65,441 CHF | 66,170 CHF | 99.20% | 99.20% |
18/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 170,000 | 170,000 | 75,914 | 75,914 | 75,714 CHF | 76,475 CHF | 99.90% | 99.90% |
15/11/2024 | 1.03% | 1.03 CHF | 1.04 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 70,466 CHF | 71,161 CHF | 91.93% | 91.93% |
14/11/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 150,000 | 150,000 | 66,105 | 66,105 | 50,640 CHF | 51,310 CHF | 99.72% | 99.72% |
13/11/2024 | 1.17% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 70,323 | 70,323 | 59,593 CHF | 60,298 CHF | 99.93% | 99.93% |
12/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 160,000 | 160,000 | 70,295 | 70,295 | 59,928 CHF | 60,633 CHF | 99.89% | 99.89% |
11/11/2024 | 1.53% | 0.84 CHF | 0.85 CHF | 155,000 | 155,000 | 63,861 | 63,861 | 52,206 CHF | 52,901 CHF | 99.90% | 99.90% |
08/11/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 69,295 | 69,295 | 53,126 CHF | 53,821 CHF | 97.37% | 97.37% |
07/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 160,000 | 160,000 | 71,185 | 71,185 | 60,774 CHF | 61,487 CHF | 100.00% | 100.00% |