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 | 1.06% | 0.95 CHF | 0.96 CHF | 275,000 | 275,000 | 268,991 | 268,991 | 253,307 CHF | 255,997 CHF | 99.47% | 99.47% |
19/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 265,000 | 265,000 | 260,824 | 260,824 | 235,850 CHF | 238,458 CHF | 100.00% | 100.00% |
18/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 255,000 | 255,000 | 253,758 | 253,758 | 222,900 CHF | 225,438 CHF | 100.00% | 100.00% |
15/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 255,000 | 255,000 | 253,095 | 253,095 | 221,676 CHF | 224,207 CHF | 100.00% | 100.00% |
14/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 255,000 | 255,000 | 254,939 | 254,939 | 225,918 CHF | 228,468 CHF | 98.26% | 98.26% |
13/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 260,000 | 260,000 | 255,166 | 255,166 | 225,621 CHF | 228,172 CHF | 100.00% | 100.00% |
12/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 255,000 | 255,000 | 245,179 | 245,179 | 208,277 CHF | 210,733 CHF | 98.90% | 98.90% |
11/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 212,632 CHF | 215,116 CHF | 99.24% | 99.24% |
08/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 250,000 | 250,000 | 248,092 | 248,092 | 212,472 CHF | 214,953 CHF | 93.02% | 93.02% |
07/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 240,000 | 240,000 | 243,381 | 243,381 | 205,440 CHF | 207,874 CHF | 99.40% | 99.40% |