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 | 1.07% | 0.94 CHF | 0.95 CHF | 275,000 | 275,000 | 268,991 | 268,991 | 249,996 CHF | 252,685 CHF | 99.47% | 99.47% |
19/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 265,000 | 265,000 | 260,824 | 260,824 | 232,733 CHF | 235,341 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 255,000 | 255,000 | 253,757 | 253,757 | 219,811 CHF | 222,348 CHF | 100.00% | 100.00% |
15/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 255,000 | 255,000 | 253,094 | 253,094 | 217,995 CHF | 220,526 CHF | 100.00% | 100.00% |
14/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 255,000 | 255,000 | 254,942 | 254,942 | 222,773 CHF | 225,322 CHF | 99.39% | 99.39% |
13/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 260,000 | 260,000 | 255,166 | 255,166 | 222,322 CHF | 224,873 CHF | 100.00% | 100.00% |
12/11/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 255,000 | 255,000 | 244,732 | 244,732 | 204,949 CHF | 207,402 CHF | 100.00% | 100.00% |
11/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 209,591 CHF | 212,076 CHF | 99.24% | 99.24% |
08/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250,000 | 250,000 | 248,181 | 248,181 | 209,149 CHF | 211,631 CHF | 100.00% | 100.00% |
07/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 240,000 | 240,000 | 243,383 | 243,383 | 202,519 CHF | 204,953 CHF | 99.40% | 99.40% |