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 | 110,282 | 110,282 | 97,863 CHF | 98,967 CHF | 99.78% | 99.78% |
19/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 325,000 | 325,000 | 111,934 | 111,934 | 102,910 CHF | 104,030 CHF | 100.00% | 100.00% |
18/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 320,000 | 320,000 | 110,133 | 110,133 | 99,146 CHF | 100,249 CHF | 99.91% | 99.91% |
15/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 320,000 | 320,000 | 109,472 | 109,472 | 96,656 CHF | 97,752 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 310,000 | 310,000 | 105,390 | 105,390 | 90,892 CHF | 91,948 CHF | 100.00% | 100.00% |
13/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 315,000 | 315,000 | 109,306 | 109,306 | 95,395 CHF | 96,489 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 315,000 | 315,000 | 109,253 | 109,253 | 93,369 CHF | 94,463 CHF | 100.00% | 100.00% |
11/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 310,000 | 310,000 | 107,632 | 107,632 | 88,247 CHF | 89,325 CHF | 99.77% | 99.77% |
08/11/2024 | 1.98% | 0.81 CHF | 0.82 CHF | 315,000 | 315,000 | 87,355 | 87,355 | 73,066 CHF | 74,050 CHF | 99.21% | 99.21% |
07/11/2024 | - | 0.67 CHF | - CHF | 295,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |