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 | 0.79% | 1.28 CHF | 1.29 CHF | 175,000 | 175,000 | 170,224 | 170,224 | 215,556 CHF | 217,258 CHF | 98.59% | 98.59% |
19/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 173,320 | 173,320 | 222,158 CHF | 223,891 CHF | 97.77% | 97.77% |
18/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 170,000 | 170,000 | 168,744 | 168,744 | 211,399 CHF | 213,086 CHF | 99.49% | 99.49% |
15/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 165,000 | 165,000 | 165,336 | 165,336 | 206,176 CHF | 207,830 CHF | 99.25% | 99.25% |
14/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 171,652 | 171,652 | 219,756 CHF | 221,472 CHF | 99.33% | 99.33% |
13/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 175,000 | 175,000 | 170,497 | 170,497 | 218,014 CHF | 219,719 CHF | 99.08% | 99.08% |
12/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 169,292 | 169,292 | 213,051 CHF | 214,744 CHF | 98.96% | 98.96% |
11/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 165,000 | 165,000 | 169,132 | 169,132 | 212,797 CHF | 214,488 CHF | 99.43% | 99.43% |
08/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 168,532 | 168,532 | 212,597 CHF | 214,282 CHF | 98.17% | 98.17% |
07/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 169,297 | 169,297 | 216,211 CHF | 217,904 CHF | 99.70% | 99.70% |