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 | 0.71% | 1.40 CHF | 1.41 CHF | 420,000 | 420,000 | 186,228 | 186,228 | 266,458 CHF | 268,327 CHF | 99.90% | 99.90% |
19/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 420,000 | 420,000 | 188,325 | 188,325 | 264,265 CHF | 266,152 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 415,000 | 415,000 | 184,941 | 184,941 | 268,409 CHF | 270,262 CHF | 99.90% | 99.90% |
15/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 415,000 | 415,000 | 179,081 | 179,081 | 273,336 CHF | 275,141 CHF | 99.69% | 99.69% |
14/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 400,000 | 400,000 | 173,674 | 173,674 | 284,688 CHF | 286,428 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 1.60 CHF | 1.61 CHF | 400,000 | 400,000 | 180,188 | 180,188 | 281,121 CHF | 282,926 CHF | 100.00% | 100.00% |
12/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 410,000 | 410,000 | 183,116 | 183,116 | 275,666 CHF | 277,500 CHF | 100.00% | 100.00% |
11/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 410,000 | 410,000 | 181,955 | 181,955 | 277,360 CHF | 279,183 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 410,000 | 410,000 | 183,227 | 183,227 | 280,748 CHF | 282,584 CHF | 100.00% | 100.00% |
07/11/2024 | 0.68% | 1.56 CHF | 1.57 CHF | 410,000 | 410,000 | 183,094 | 183,094 | 279,151 CHF | 280,986 CHF | 99.33% | 99.33% |