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 | 1.11% | 0.86 CHF | 0.87 CHF | 315,000 | 315,000 | 110,286 | 110,286 | 98,026 CHF | 99,131 CHF | 99.78% | 99.78% |
19/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 325,000 | 325,000 | 111,943 | 111,943 | 103,105 CHF | 104,226 CHF | 100.00% | 100.00% |
18/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 320,000 | 320,000 | 110,137 | 110,137 | 99,308 CHF | 100,410 CHF | 99.91% | 99.91% |
15/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 320,000 | 320,000 | 109,483 | 109,483 | 96,871 CHF | 97,967 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 310,000 | 310,000 | 105,288 | 105,288 | 91,016 CHF | 92,070 CHF | 100.00% | 100.00% |
13/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 315,000 | 315,000 | 109,307 | 109,307 | 95,706 CHF | 96,800 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 315,000 | 315,000 | 109,245 | 109,245 | 93,696 CHF | 94,790 CHF | 100.00% | 100.00% |
11/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 310,000 | 310,000 | 107,633 | 107,633 | 88,407 CHF | 89,485 CHF | 99.78% | 99.78% |
08/11/2024 | 1.98% | 0.82 CHF | 0.83 CHF | 315,000 | 315,000 | 87,356 | 87,356 | 73,255 CHF | 74,238 CHF | 99.21% | 99.21% |
07/11/2024 | 1.42% | 0.67 CHF | 0.68 CHF | 295,000 | 295,000 | 102,788 | 102,788 | 71,323 CHF | 72,353 CHF | 99.85% | 99.85% |