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 | 0.87% | 1.15 CHF | 1.16 CHF | 180,000 | 180,000 | 68,441 | 68,441 | 80,095 CHF | 80,781 CHF | 99.38% | 99.38% |
19/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 180,000 | 180,000 | 68,867 | 68,867 | 78,711 CHF | 79,401 CHF | 99.61% | 99.61% |
18/11/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 180,000 | 180,000 | 70,105 | 70,105 | 79,190 CHF | 79,892 CHF | 99.11% | 99.11% |
15/11/2024 | 0.85% | 1.12 CHF | 1.13 CHF | 180,000 | 180,000 | 68,305 | 68,305 | 80,733 CHF | 81,418 CHF | 98.83% | 98.83% |
14/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 180,000 | 180,000 | 65,817 | 65,817 | 87,164 CHF | 87,825 CHF | 99.35% | 99.35% |
13/11/2024 | 0.73% | 1.30 CHF | 1.31 CHF | 180,000 | 180,000 | 64,380 | 64,380 | 88,968 CHF | 89,615 CHF | 98.67% | 98.67% |
12/11/2024 | 0.67% | 1.39 CHF | 1.40 CHF | 170,000 | 170,000 | 60,477 | 60,477 | 88,880 CHF | 89,487 CHF | 97.34% | 97.34% |
11/11/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 160,000 | 160,000 | 60,721 | 60,721 | 101,872 CHF | 102,481 CHF | 98.61% | 98.61% |
08/11/2024 | 0.58% | 1.81 CHF | 1.82 CHF | 160,000 | 160,000 | 60,025 | 60,025 | 107,009 CHF | 107,612 CHF | 99.06% | 99.06% |
07/11/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 160,000 | 160,000 | 61,097 | 61,097 | 110,555 CHF | 111,170 CHF | 98.24% | 98.24% |