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 | 0.66% | 1.50 CHF | 1.51 CHF | 420,000 | 420,000 | 184,990 | 184,990 | 283,528 CHF | 285,384 CHF | 99.28% | 99.28% |
19/11/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 420,000 | 420,000 | 187,539 | 187,539 | 282,099 CHF | 283,978 CHF | 99.09% | 99.09% |
18/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 415,000 | 415,000 | 183,098 | 183,098 | 284,298 CHF | 286,132 CHF | 98.66% | 98.66% |
15/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 415,000 | 415,000 | 176,790 | 176,790 | 288,028 CHF | 289,809 CHF | 98.30% | 98.30% |
14/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 400,000 | 400,000 | 171,356 | 171,356 | 298,360 CHF | 300,077 CHF | 98.67% | 98.67% |
13/11/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 400,000 | 400,000 | 178,187 | 178,187 | 295,979 CHF | 297,764 CHF | 99.05% | 99.05% |
12/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 410,000 | 410,000 | 182,226 | 182,226 | 292,730 CHF | 294,555 CHF | 99.08% | 99.08% |
11/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 410,000 | 410,000 | 179,531 | 179,531 | 291,750 CHF | 293,548 CHF | 98.85% | 98.85% |
08/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 410,000 | 410,000 | 182,121 | 182,121 | 297,250 CHF | 299,075 CHF | 99.29% | 99.29% |
07/11/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 410,000 | 410,000 | 181,315 | 181,315 | 294,469 CHF | 296,286 CHF | 98.01% | 98.01% |