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 | 1.32% | 0.72 CHF | 0.73 CHF | 350,000 | 350,000 | 155,378 | 155,378 | 117,084 CHF | 118,643 CHF | 97.54% | 97.54% |
19/11/2024 | 1.40% | 0.76 CHF | 0.77 CHF | 350,000 | 350,000 | 154,962 | 154,962 | 111,794 CHF | 113,349 CHF | 97.67% | 97.67% |
18/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 350,000 | 350,000 | 156,112 | 156,112 | 121,198 CHF | 122,762 CHF | 98.66% | 98.66% |
15/11/2024 | 1.15% | 0.79 CHF | 0.80 CHF | 340,000 | 340,000 | 146,874 | 146,874 | 127,481 CHF | 128,962 CHF | 96.01% | 96.01% |
14/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 330,000 | 330,000 | 136,052 | 136,052 | 136,727 CHF | 138,094 CHF | 96.61% | 96.61% |
13/11/2024 | 1.14% | 0.96 CHF | 0.97 CHF | 330,000 | 330,000 | 147,603 | 147,603 | 134,319 CHF | 135,802 CHF | 97.58% | 97.58% |
12/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 340,000 | 340,000 | 152,493 | 152,493 | 128,703 CHF | 130,232 CHF | 97.99% | 97.99% |
11/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 340,000 | 340,000 | 151,190 | 151,190 | 131,719 CHF | 133,236 CHF | 98.16% | 98.16% |
08/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 340,000 | 340,000 | 152,281 | 152,281 | 134,994 CHF | 136,523 CHF | 98.78% | 98.78% |
07/11/2024 | 1.20% | 0.92 CHF | 0.93 CHF | 340,000 | 340,000 | 151,181 | 151,181 | 132,486 CHF | 134,005 CHF | 98.06% | 98.06% |