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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.29% | 0.85 CHF | 0.86 CHF | 190,000 | 190,000 | 69,527 | 69,527 | 55,971 CHF | 56,667 CHF | 98.86% | 98.86% |
22/11/2024 | 1.96% | 0.72 CHF | 0.75 CHF | 95,000 | 95,000 | 49,695 | 49,695 | 36,223 CHF | 37,128 CHF | 99.25% | 99.25% |
20/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 220,000 | 220,000 | 85,442 | 85,442 | 46,693 CHF | 47,549 CHF | 99.75% | 99.75% |
19/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 230,000 | 230,000 | 86,452 | 86,452 | 45,332 CHF | 46,198 CHF | 99.43% | 99.43% |
18/11/2024 | 1.95% | 0.54 CHF | 0.55 CHF | 230,000 | 230,000 | 88,664 | 88,664 | 45,822 CHF | 46,710 CHF | 99.35% | 99.35% |
15/11/2024 | 1.77% | 0.51 CHF | 0.52 CHF | 220,000 | 220,000 | 84,959 | 84,959 | 47,571 CHF | 48,423 CHF | 99.19% | 99.19% |
14/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 210,000 | 210,000 | 80,088 | 80,088 | 54,671 CHF | 55,475 CHF | 99.22% | 99.22% |
13/11/2024 | 1.34% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 70,706 | 70,706 | 52,167 CHF | 52,877 CHF | 99.30% | 99.30% |
12/11/2024 | 1.18% | 0.75 CHF | 0.76 CHF | 180,000 | 180,000 | 65,557 | 65,557 | 53,510 CHF | 54,168 CHF | 98.38% | 98.38% |
11/11/2024 | 0.98% | 0.95 CHF | 0.96 CHF | 170,000 | 170,000 | 63,037 | 63,037 | 63,540 CHF | 64,173 CHF | 98.83% | 98.83% |