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 | 1.24% | 0.76 CHF | 0.77 CHF | 315,000 | 315,000 | 110,277 | 110,277 | 87,576 CHF | 88,680 CHF | 99.78% | 99.78% |
19/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 325,000 | 325,000 | 111,933 | 111,933 | 92,463 CHF | 93,583 CHF | 100.00% | 100.00% |
18/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 320,000 | 320,000 | 110,126 | 110,126 | 88,883 CHF | 89,986 CHF | 99.90% | 99.90% |
15/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 320,000 | 320,000 | 109,472 | 109,472 | 86,234 CHF | 87,330 CHF | 100.00% | 100.00% |
14/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 310,000 | 310,000 | 105,294 | 105,294 | 80,904 CHF | 81,958 CHF | 100.00% | 100.00% |
13/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 315,000 | 315,000 | 109,306 | 109,306 | 85,330 CHF | 86,424 CHF | 100.00% | 100.00% |
12/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 315,000 | 315,000 | 109,252 | 109,252 | 83,235 CHF | 84,328 CHF | 100.00% | 100.00% |
11/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 310,000 | 310,000 | 107,630 | 107,630 | 78,228 CHF | 79,306 CHF | 99.77% | 99.77% |
08/11/2024 | 2.25% | 0.72 CHF | 0.73 CHF | 315,000 | 315,000 | 87,358 | 87,358 | 65,026 CHF | 66,010 CHF | 99.21% | 99.21% |
07/11/2024 | - | 0.58 CHF | - CHF | 295,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |