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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.11% | 1.04 CHF | 1.05 CHF | 480,000 | 480,000 | 259,600 | 259,600 | 241,624 CHF | 244,228 CHF | 98.88% | 98.88% |
20/11/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 510,000 | 510,000 | 265,438 | 265,438 | 246,281 CHF | 248,944 CHF | 99.90% | 99.90% |
19/11/2024 | 1.16% | 0.94 CHF | 0.95 CHF | 500,000 | 500,000 | 272,123 | 272,123 | 240,803 CHF | 243,529 CHF | 99.55% | 99.55% |
18/11/2024 | 1.55% | 0.95 CHF | 0.96 CHF | 510,000 | 510,000 | 270,079 | 270,079 | 253,571 CHF | 257,257 CHF | 97.74% | 97.74% |
15/11/2024 | 1.54% | 0.72 CHF | 0.73 CHF | 560,000 | 560,000 | 300,643 | 300,643 | 202,237 CHF | 205,249 CHF | 99.27% | 99.27% |
14/11/2024 | 1.28% | 0.72 CHF | 0.73 CHF | 550,000 | 550,000 | 282,265 | 282,265 | 221,321 CHF | 224,155 CHF | 98.42% | 98.42% |
13/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 540,000 | 540,000 | 273,916 | 273,916 | 234,228 CHF | 236,978 CHF | 99.34% | 99.34% |
12/11/2024 | 3.32% | 0.90 CHF | 0.91 CHF | 510,000 | 510,000 | 184,000 | 184,000 | 170,227 CHF | 172,905 CHF | 90.34% | 90.34% |
11/11/2024 | 1.09% | 1.03 CHF | 1.04 CHF | 500,000 | 500,000 | 273,964 | 273,964 | 255,486 CHF | 258,230 CHF | 97.30% | 97.30% |
08/11/2024 | 1.84% | 0.69 CHF | 0.70 CHF | 590,000 | 590,000 | 306,233 | 306,233 | 177,647 CHF | 180,723 CHF | 96.63% | 96.63% |