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 | 0.97% | 1.04 CHF | 1.05 CHF | 275,000 | 275,000 | 268,992 | 268,992 | 275,803 CHF | 278,493 CHF | 99.47% | 99.47% |
19/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 265,000 | 265,000 | 260,824 | 260,824 | 258,070 CHF | 260,679 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 255,000 | 255,000 | 253,758 | 253,758 | 244,775 CHF | 247,312 CHF | 100.00% | 100.00% |
15/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 255,000 | 255,000 | 253,094 | 253,094 | 242,976 CHF | 245,506 CHF | 100.00% | 100.00% |
14/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 255,000 | 255,000 | 254,941 | 254,941 | 247,119 CHF | 249,668 CHF | 99.34% | 99.34% |
13/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 260,000 | 260,000 | 255,167 | 255,167 | 247,202 CHF | 249,754 CHF | 100.00% | 100.00% |
12/11/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 255,000 | 255,000 | 244,733 | 244,733 | 228,479 CHF | 230,932 CHF | 100.00% | 100.00% |
11/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 233,546 CHF | 236,030 CHF | 99.24% | 99.24% |
08/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250,000 | 250,000 | 248,182 | 248,182 | 233,379 CHF | 235,861 CHF | 100.00% | 100.00% |
07/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 240,000 | 240,000 | 243,382 | 243,382 | 226,205 CHF | 228,639 CHF | 99.40% | 99.40% |