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 | 0.62% | 1.57 CHF | 1.58 CHF | 160,000 | 160,000 | 159,678 | 159,678 | 255,434 CHF | 257,031 CHF | 99.48% | 99.48% |
19/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 164,000 | 164,000 | 162,721 | 162,721 | 251,656 CHF | 253,283 CHF | 99.41% | 99.41% |
18/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 258,713 CHF | 260,306 CHF | 99.90% | 99.90% |
15/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 255,869 CHF | 257,463 CHF | 100.00% | 100.00% |
14/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 160,000 | 160,000 | 161,293 | 161,293 | 251,418 CHF | 253,031 CHF | 98.52% | 98.52% |
13/11/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 164,000 | 164,000 | 162,908 | 162,908 | 249,711 CHF | 251,340 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 164,000 | 164,000 | 159,820 | 159,820 | 254,757 CHF | 256,355 CHF | 99.88% | 99.88% |
11/11/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 160,000 | 160,000 | 159,795 | 159,795 | 253,281 CHF | 254,879 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 164,000 | 164,000 | 162,820 | 162,820 | 246,188 CHF | 247,816 CHF | 98.50% | 98.50% |
07/11/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 160,000 | 160,000 | 156,115 | 156,115 | 258,640 CHF | 260,201 CHF | 100.00% | 100.00% |