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 | 1.37% | 0.80 CHF | 0.81 CHF | 165,000 | 165,000 | 72,210 | 72,210 | 54,046 CHF | 54,770 CHF | 99.57% | 99.57% |
19/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 160,000 | 160,000 | 71,487 | 71,487 | 54,734 CHF | 55,462 CHF | 99.21% | 99.21% |
18/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 170,000 | 170,000 | 75,916 | 75,916 | 64,269 CHF | 65,029 CHF | 99.90% | 99.90% |
15/11/2024 | 1.21% | 0.88 CHF | 0.89 CHF | 170,000 | 170,000 | 69,356 | 69,356 | 59,986 CHF | 60,681 CHF | 91.93% | 91.93% |
14/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 150,000 | 150,000 | 66,141 | 66,141 | 40,783 CHF | 41,452 CHF | 99.72% | 99.72% |
13/11/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 70,321 | 70,321 | 49,118 CHF | 49,823 CHF | 99.93% | 99.93% |
12/11/2024 | 1.44% | 0.72 CHF | 0.73 CHF | 160,000 | 160,000 | 70,282 | 70,282 | 49,419 CHF | 50,123 CHF | 99.92% | 99.92% |
11/11/2024 | 1.87% | 0.69 CHF | 0.70 CHF | 155,000 | 155,000 | 63,862 | 63,862 | 42,718 CHF | 43,414 CHF | 99.90% | 99.90% |
08/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 69,253 | 69,253 | 42,893 CHF | 43,587 CHF | 97.40% | 97.40% |
07/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 160,000 | 160,000 | 71,183 | 71,183 | 50,277 CHF | 50,990 CHF | 100.00% | 100.00% |