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 | 1.36% | 0.86 CHF | 0.87 CHF | 490,000 | 490,000 | 269,252 | 269,252 | 204,333 CHF | 207,034 CHF | 98.88% | 98.88% |
20/11/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 520,000 | 520,000 | 270,005 | 270,005 | 204,979 CHF | 207,689 CHF | 99.90% | 99.90% |
19/11/2024 | 1.43% | 0.77 CHF | 0.78 CHF | 520,000 | 520,000 | 280,560 | 280,560 | 201,486 CHF | 204,297 CHF | 99.55% | 99.55% |
18/11/2024 | 1.89% | 0.78 CHF | 0.79 CHF | 540,000 | 540,000 | 286,038 | 286,038 | 220,306 CHF | 224,213 CHF | 97.74% | 97.74% |
15/11/2024 | 2.02% | 0.56 CHF | 0.57 CHF | 600,000 | 600,000 | 321,805 | 321,805 | 165,474 CHF | 168,699 CHF | 99.27% | 99.27% |
14/11/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 570,000 | 570,000 | 288,856 | 288,856 | 178,856 CHF | 181,756 CHF | 98.65% | 98.65% |
13/11/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 560,000 | 560,000 | 285,860 | 285,860 | 197,320 CHF | 200,191 CHF | 99.34% | 99.34% |
12/11/2024 | 3.99% | 0.74 CHF | 0.75 CHF | 530,000 | 530,000 | 190,930 | 190,930 | 145,317 CHF | 148,088 CHF | 90.35% | 90.35% |
11/11/2024 | 1.33% | 0.86 CHF | 0.87 CHF | 530,000 | 530,000 | 290,181 | 290,181 | 222,862 CHF | 225,768 CHF | 97.30% | 97.30% |
08/11/2024 | 2.48% | 0.53 CHF | 0.54 CHF | 660,000 | 660,000 | 342,366 | 342,366 | 148,524 CHF | 151,961 CHF | 97.22% | 97.22% |