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 | 0.63% | 1.58 CHF | 1.59 CHF | 196,000 | 196,000 | 195,634 | 195,634 | 307,145 CHF | 309,101 CHF | 100.00% | 100.00% |
19/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 306,083 CHF | 308,039 CHF | 100.00% | 100.00% |
18/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 286,401 CHF | 288,321 CHF | 100.00% | 100.00% |
15/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 287,786 CHF | 289,707 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 190,000 | 190,000 | 191,385 | 191,385 | 284,140 CHF | 286,054 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 293,549 CHF | 295,479 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 287,695 CHF | 289,615 CHF | 99.85% | 99.85% |
11/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 190,000 | 190,000 | 188,572 | 188,572 | 271,038 CHF | 272,924 CHF | 99.71% | 99.71% |
08/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 190,000 | 190,000 | 189,360 | 189,360 | 273,432 CHF | 275,325 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 265,980 CHF | 267,860 CHF | 100.00% | 100.00% |