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 | 1.60% | 0.64 CHF | 0.65 CHF | 220,000 | 220,000 | 99,529 | 99,529 | 63,243 CHF | 64,240 CHF | 97.65% | 97.65% |
19/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 230,000 | 230,000 | 101,242 | 101,242 | 62,519 CHF | 63,535 CHF | 96.82% | 96.82% |
18/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 220,000 | 220,000 | 98,387 | 98,387 | 66,396 CHF | 67,382 CHF | 97.45% | 97.45% |
15/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 220,000 | 220,000 | 98,691 | 98,691 | 65,148 CHF | 66,137 CHF | 97.98% | 97.98% |
14/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 210,000 | 210,000 | 97,563 | 97,563 | 68,440 CHF | 69,419 CHF | 96.69% | 96.69% |
13/11/2024 | 1.51% | 0.70 CHF | 0.71 CHF | 210,000 | 210,000 | 96,361 | 96,361 | 65,583 CHF | 66,550 CHF | 97.86% | 97.86% |
12/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 220,000 | 220,000 | 97,981 | 97,981 | 66,585 CHF | 67,571 CHF | 96.00% | 96.00% |
11/11/2024 | 1.64% | 0.68 CHF | 0.69 CHF | 220,000 | 220,000 | 98,532 | 98,532 | 63,284 CHF | 64,277 CHF | 96.61% | 96.61% |
08/11/2024 | 1.83% | 0.59 CHF | 0.60 CHF | 230,000 | 230,000 | 103,164 | 103,164 | 58,634 CHF | 59,670 CHF | 95.91% | 95.91% |
07/11/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 230,000 | 230,000 | 100,221 | 100,221 | 57,618 CHF | 58,625 CHF | 96.78% | 96.78% |