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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 280,000 | 280,000 | 150,703 | 150,703 | 106,071 CHF | 107,581 CHF | 87.59% | 87.59% |
22/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 280,000 | 280,000 | 152,147 | 152,147 | 100,960 CHF | 102,485 CHF | 86.42% | 86.42% |
20/11/2024 | 1.45% | 0.65 CHF | 0.66 CHF | 280,000 | 280,000 | 152,876 | 152,876 | 105,557 CHF | 107,089 CHF | 99.90% | 99.90% |
19/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 280,000 | 280,000 | 152,429 | 152,429 | 101,119 CHF | 102,646 CHF | 100.00% | 100.00% |
18/11/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 280,000 | 280,000 | 151,357 | 151,357 | 103,876 CHF | 105,393 CHF | 98.48% | 98.48% |
15/11/2024 | 1.36% | 0.69 CHF | 0.70 CHF | 280,000 | 280,000 | 151,818 | 151,818 | 111,873 CHF | 113,394 CHF | 82.12% | 82.12% |
14/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 270,000 | 270,000 | 149,637 | 149,637 | 115,406 CHF | 116,908 CHF | 99.15% | 99.15% |
13/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 280,000 | 280,000 | 151,151 | 151,151 | 110,015 CHF | 111,533 CHF | 100.00% | 100.00% |
12/11/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 280,000 | 280,000 | 151,224 | 151,224 | 106,404 CHF | 107,922 CHF | 99.81% | 99.81% |
11/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 280,000 | 280,000 | 151,156 | 151,156 | 111,062 CHF | 112,580 CHF | 100.00% | 100.00% |