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 | 1.15% | 0.78 CHF | 0.79 CHF | 140,000 | 140,000 | 78,954 | 78,954 | 68,418 CHF | 69,209 CHF | 99.77% | 99.77% |
19/11/2024 | 1.48% | 0.85 CHF | 0.86 CHF | 140,000 | 140,000 | 74,164 | 74,164 | 57,348 CHF | 58,180 CHF | 99.54% | 99.54% |
18/11/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 83,513 | 83,513 | 61,113 CHF | 61,950 CHF | 99.90% | 99.90% |
15/11/2024 | 1.31% | 0.66 CHF | 0.67 CHF | 140,000 | 140,000 | 77,393 | 77,393 | 58,896 CHF | 59,671 CHF | 97.08% | 97.08% |
14/11/2024 | 1.12% | 0.83 CHF | 0.84 CHF | 140,000 | 140,000 | 76,867 | 76,867 | 71,732 CHF | 72,529 CHF | 99.69% | 99.69% |
13/11/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 130,000 | 130,000 | 76,079 | 76,079 | 78,559 CHF | 79,323 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 130,000 | 130,000 | 76,089 | 76,089 | 77,207 CHF | 77,971 CHF | 99.90% | 99.90% |
11/11/2024 | 1.07% | 0.99 CHF | 1.00 CHF | 140,000 | 140,000 | 78,280 | 78,280 | 75,667 CHF | 76,453 CHF | 99.90% | 99.90% |
08/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 140,000 | 140,000 | 77,221 | 77,221 | 76,241 CHF | 77,017 CHF | 96.67% | 96.67% |
07/11/2024 | 1.12% | 0.97 CHF | 0.98 CHF | 140,000 | 140,000 | 77,504 | 77,504 | 71,766 CHF | 72,544 CHF | 98.72% | 98.72% |