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 | 1.00% | 1.03 CHF | 1.04 CHF | 310,000 | 310,000 | 137,343 | 137,343 | 140,321 CHF | 141,697 CHF | 99.89% | 99.89% |
19/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 305,000 | 305,000 | 132,789 | 132,789 | 133,440 CHF | 134,770 CHF | 100.00% | 100.00% |
18/11/2024 | 1.04% | 1.01 CHF | 1.02 CHF | 305,000 | 305,000 | 133,009 | 133,009 | 131,227 CHF | 132,560 CHF | 99.89% | 99.89% |
15/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 295,000 | 295,000 | 116,867 | 116,867 | 113,725 CHF | 114,896 CHF | 99.45% | 99.45% |
14/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 295,000 | 295,000 | 131,680 | 131,680 | 128,120 CHF | 129,439 CHF | 100.00% | 100.00% |
13/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 295,000 | 295,000 | 131,710 | 131,710 | 126,756 CHF | 128,076 CHF | 100.00% | 100.00% |
12/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 295,000 | 295,000 | 131,910 | 131,910 | 127,415 CHF | 128,736 CHF | 99.85% | 99.85% |
11/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 295,000 | 295,000 | 132,670 | 132,670 | 127,940 CHF | 129,269 CHF | 99.59% | 99.59% |
08/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 300,000 | 135,365 | 135,365 | 130,980 CHF | 132,336 CHF | 99.23% | 99.23% |
07/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 300,000 | 130,874 | 130,874 | 126,347 CHF | 127,658 CHF | 99.90% | 99.90% |