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 | 1.38% | 0.68 CHF | 0.69 CHF | 315,000 | 315,000 | 110,276 | 110,276 | 78,159 CHF | 79,263 CHF | 99.78% | 99.78% |
19/11/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 325,000 | 325,000 | 111,933 | 111,933 | 82,976 CHF | 84,097 CHF | 100.00% | 100.00% |
18/11/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 320,000 | 320,000 | 110,125 | 110,125 | 79,435 CHF | 80,538 CHF | 99.90% | 99.90% |
15/11/2024 | 1.45% | 0.72 CHF | 0.73 CHF | 320,000 | 320,000 | 109,477 | 109,477 | 77,094 CHF | 78,190 CHF | 100.00% | 100.00% |
14/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 310,000 | 310,000 | 105,391 | 105,391 | 72,072 CHF | 73,128 CHF | 100.00% | 100.00% |
13/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 315,000 | 315,000 | 109,311 | 109,311 | 76,061 CHF | 77,155 CHF | 100.00% | 100.00% |
12/11/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 315,000 | 315,000 | 109,261 | 109,261 | 74,111 CHF | 75,205 CHF | 100.00% | 100.00% |
11/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 310,000 | 310,000 | 107,629 | 107,629 | 69,123 CHF | 70,200 CHF | 99.77% | 99.77% |
08/11/2024 | 2.56% | 0.64 CHF | 0.65 CHF | 315,000 | 315,000 | 87,353 | 87,353 | 57,701 CHF | 58,684 CHF | 99.21% | 99.21% |
07/11/2024 | - | 0.50 CHF | 0.58 CHF | 295,000 | 16,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |