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 | 1.91% | 0.49 CHF | 0.50 CHF | 280,000 | 280,000 | 158,152 | 158,152 | 82,492 CHF | 84,077 CHF | 99.90% | 99.90% |
19/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 280,000 | 280,000 | 157,688 | 157,688 | 77,971 CHF | 79,551 CHF | 100.00% | 100.00% |
18/11/2024 | 1.96% | 0.53 CHF | 0.54 CHF | 280,000 | 280,000 | 156,674 | 156,674 | 81,084 CHF | 82,654 CHF | 98.49% | 98.49% |
15/11/2024 | 1.76% | 0.52 CHF | 0.53 CHF | 280,000 | 280,000 | 152,040 | 152,040 | 85,764 CHF | 87,287 CHF | 97.50% | 97.50% |
14/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 270,000 | 270,000 | 152,464 | 152,464 | 90,754 CHF | 92,285 CHF | 92.00% | 92.00% |
13/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 280,000 | 280,000 | 151,157 | 151,157 | 83,964 CHF | 85,482 CHF | 100.00% | 100.00% |
12/11/2024 | 1.94% | 0.55 CHF | 0.56 CHF | 280,000 | 280,000 | 156,427 | 156,427 | 82,784 CHF | 84,355 CHF | 99.95% | 99.95% |
11/11/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 280,000 | 280,000 | 151,151 | 151,151 | 84,831 CHF | 86,349 CHF | 100.00% | 100.00% |
08/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 280,000 | 280,000 | 146,830 | 146,830 | 85,410 CHF | 86,884 CHF | 95.32% | 95.32% |
07/11/2024 | 1.84% | 0.59 CHF | 0.60 CHF | 280,000 | 280,000 | 157,971 | 157,971 | 88,244 CHF | 89,830 CHF | 82.26% | 82.26% |