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 | 0.64% | 1.63 CHF | 1.64 CHF | 150,000 | 150,000 | 67,517 | 67,517 | 107,107 CHF | 107,784 CHF | 99.90% | 99.90% |
19/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 152,000 | 152,000 | 67,633 | 67,633 | 107,175 CHF | 107,853 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 150,000 | 150,000 | 65,037 | 65,037 | 109,504 CHF | 110,156 CHF | 99.63% | 99.63% |
15/11/2024 | 0.69% | 1.64 CHF | 1.65 CHF | 150,000 | 150,000 | 49,863 | 49,863 | 77,756 CHF | 78,256 CHF | 98.89% | 98.89% |
14/11/2024 | 1.34% | 1.54 CHF | 1.55 CHF | 152,000 | 152,000 | 50,882 | 50,882 | 76,616 CHF | 77,189 CHF | 95.01% | 95.01% |
13/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 168,000 | 168,000 | 75,204 | 75,204 | 82,408 CHF | 83,161 CHF | 99.78% | 99.78% |
12/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 170,000 | 170,000 | 75,480 | 75,480 | 80,554 CHF | 81,311 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 170,000 | 170,000 | 76,294 | 76,294 | 79,105 CHF | 79,869 CHF | 99.90% | 99.90% |
08/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 174,000 | 174,000 | 78,034 | 78,034 | 76,776 CHF | 77,558 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 174,000 | 174,000 | 77,460 | 77,460 | 77,599 CHF | 78,375 CHF | 99.85% | 99.85% |