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 | 1.17% | 0.86 CHF | 0.87 CHF | 275,000 | 275,000 | 268,992 | 268,992 | 228,014 CHF | 230,704 CHF | 99.47% | 99.47% |
19/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 265,000 | 265,000 | 260,825 | 260,825 | 211,694 CHF | 214,302 CHF | 100.00% | 100.00% |
18/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 255,000 | 255,000 | 253,758 | 253,758 | 199,410 CHF | 201,948 CHF | 100.00% | 100.00% |
15/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 255,000 | 255,000 | 253,095 | 253,095 | 197,475 CHF | 200,006 CHF | 100.00% | 100.00% |
14/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 255,000 | 255,000 | 254,941 | 254,941 | 201,875 CHF | 204,425 CHF | 97.92% | 97.92% |
13/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 260,000 | 260,000 | 255,167 | 255,167 | 201,565 CHF | 204,117 CHF | 100.00% | 100.00% |
12/11/2024 | 1.34% | 0.78 CHF | 0.79 CHF | 255,000 | 255,000 | 244,632 | 244,632 | 184,895 CHF | 187,347 CHF | 98.05% | 98.05% |
11/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 189,286 CHF | 191,771 CHF | 99.24% | 99.24% |
08/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250,000 | 250,000 | 248,130 | 248,130 | 188,956 CHF | 191,437 CHF | 95.28% | 95.28% |
07/11/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 240,000 | 240,000 | 243,382 | 243,382 | 182,559 CHF | 184,993 CHF | 99.40% | 99.40% |