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 | 0.78% | 1.20 CHF | 1.21 CHF | 130,000 | 130,000 | 76,776 | 76,776 | 99,086 CHF | 99,856 CHF | 99.77% | 99.77% |
19/11/2024 | 0.96% | 1.27 CHF | 1.28 CHF | 140,000 | 140,000 | 74,165 | 74,165 | 88,266 CHF | 89,099 CHF | 99.54% | 99.54% |
18/11/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 140,000 | 140,000 | 78,929 | 78,929 | 90,307 CHF | 91,098 CHF | 99.90% | 99.90% |
15/11/2024 | 0.85% | 1.07 CHF | 1.08 CHF | 140,000 | 140,000 | 74,603 | 74,603 | 88,348 CHF | 89,095 CHF | 80.84% | 80.84% |
14/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 130,000 | 130,000 | 75,881 | 75,881 | 103,188 CHF | 103,976 CHF | 92.97% | 92.97% |
13/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 130,000 | 130,000 | 76,079 | 76,079 | 110,954 CHF | 111,718 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 130,000 | 130,000 | 76,142 | 76,142 | 109,575 CHF | 110,340 CHF | 99.56% | 99.56% |
11/11/2024 | 0.74% | 1.42 CHF | 1.43 CHF | 130,000 | 130,000 | 76,147 | 76,147 | 105,692 CHF | 106,456 CHF | 99.90% | 99.90% |
08/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 130,000 | 130,000 | 72,939 | 72,939 | 102,870 CHF | 103,603 CHF | 89.38% | 89.38% |
07/11/2024 | 0.77% | 1.38 CHF | 1.39 CHF | 130,000 | 130,000 | 76,329 | 76,329 | 102,282 CHF | 103,048 CHF | 84.51% | 84.51% |