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 | 0.59% | 1.75 CHF | 1.76 CHF | 150,000 | 150,000 | 67,521 | 67,521 | 115,482 CHF | 116,159 CHF | 99.91% | 99.91% |
19/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 152,000 | 152,000 | 67,626 | 67,626 | 115,460 CHF | 116,138 CHF | 100.00% | 100.00% |
18/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150,000 | 150,000 | 65,043 | 65,043 | 117,516 CHF | 118,167 CHF | 99.64% | 99.64% |
15/11/2024 | 0.64% | 1.77 CHF | 1.78 CHF | 150,000 | 150,000 | 49,865 | 49,865 | 83,923 CHF | 84,423 CHF | 98.90% | 98.90% |
14/11/2024 | 1.22% | 1.66 CHF | 1.67 CHF | 152,000 | 152,000 | 50,880 | 50,880 | 82,895 CHF | 83,469 CHF | 95.01% | 95.01% |
13/11/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 168,000 | 168,000 | 75,200 | 75,200 | 91,837 CHF | 92,590 CHF | 99.78% | 99.78% |
12/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 170,000 | 170,000 | 75,478 | 75,478 | 90,058 CHF | 90,814 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 170,000 | 170,000 | 76,292 | 76,292 | 88,614 CHF | 89,379 CHF | 99.90% | 99.90% |
08/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 174,000 | 174,000 | 78,033 | 78,033 | 86,464 CHF | 87,246 CHF | 100.00% | 100.00% |
07/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 174,000 | 174,000 | 77,459 | 77,459 | 87,245 CHF | 88,021 CHF | 99.86% | 99.86% |