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 | 1.74% | 0.58 CHF | 0.59 CHF | 490,000 | 490,000 | 489,083 | 489,083 | 278,605 CHF | 283,496 CHF | 100.00% | 100.00% |
19/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 490,000 | 490,000 | 488,963 | 488,963 | 277,751 CHF | 282,640 CHF | 100.00% | 100.00% |
18/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 258,976 CHF | 263,776 CHF | 100.00% | 100.00% |
15/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 485,000 | 485,000 | 480,310 | 480,310 | 260,007 CHF | 264,810 CHF | 100.00% | 100.00% |
14/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 475,000 | 475,000 | 478,462 | 478,462 | 256,433 CHF | 261,217 CHF | 100.00% | 100.00% |
13/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 485,000 | 485,000 | 482,669 | 482,669 | 265,592 CHF | 270,418 CHF | 100.00% | 100.00% |
12/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 259,704 CHF | 264,504 CHF | 99.85% | 99.85% |
11/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 475,000 | 475,000 | 471,428 | 471,428 | 243,821 CHF | 248,536 CHF | 99.64% | 99.64% |
08/11/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 475,000 | 475,000 | 473,446 | 473,446 | 245,833 CHF | 250,568 CHF | 98.68% | 98.68% |
07/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 239,244 CHF | 243,944 CHF | 100.00% | 100.00% |