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 | 1.47% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 73,168 | 73,168 | 50,246 CHF | 50,979 CHF | 99.48% | 99.48% |
19/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 210,000 | 210,000 | 83,010 | 83,010 | 55,077 CHF | 55,909 CHF | 99.71% | 99.71% |
18/11/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 210,000 | 210,000 | 83,030 | 83,030 | 54,280 CHF | 55,112 CHF | 99.28% | 99.28% |
15/11/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 72,844 | 72,844 | 50,898 CHF | 51,628 CHF | 99.03% | 99.03% |
14/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 190,000 | 190,000 | 68,863 | 68,863 | 57,234 CHF | 57,926 CHF | 99.33% | 99.33% |
13/11/2024 | 1.12% | 0.81 CHF | 0.82 CHF | 190,000 | 190,000 | 68,667 | 68,667 | 60,996 CHF | 61,686 CHF | 99.40% | 99.40% |
12/11/2024 | 1.00% | 0.90 CHF | 0.91 CHF | 180,000 | 180,000 | 65,306 | 65,306 | 63,358 CHF | 64,013 CHF | 97.95% | 97.95% |
11/11/2024 | 0.85% | 1.11 CHF | 1.12 CHF | 170,000 | 170,000 | 62,879 | 62,879 | 73,500 CHF | 74,131 CHF | 98.75% | 98.75% |
08/11/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 160,000 | 160,000 | 60,114 | 60,114 | 76,743 CHF | 77,346 CHF | 99.43% | 99.43% |
07/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 160,000 | 160,000 | 62,031 | 62,031 | 80,933 CHF | 81,557 CHF | 98.97% | 98.97% |