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 | 1.26% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 565,141 | 188,380 | 443,955 CHF | 149,869 CHF | 97.65% | 97.65% |
19/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 524,798 | 174,933 | 426,674 CHF | 143,974 CHF | 94.75% | 94.75% |
18/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 476,455 | 158,818 | 404,854 CHF | 136,539 CHF | 96.23% | 96.23% |
15/11/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 532,434 | 177,478 | 448,771 CHF | 151,365 CHF | 96.43% | 96.43% |
14/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 526,570 | 175,523 | 440,772 CHF | 148,679 CHF | 97.15% | 97.15% |
13/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 565,759 | 188,586 | 481,232 CHF | 162,297 CHF | 97.82% | 97.82% |
12/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 497,017 | 165,672 | 441,953 CHF | 148,974 CHF | 98.37% | 98.37% |
11/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 516,535 | 172,178 | 468,996 CHF | 158,054 CHF | 98.11% | 98.11% |
08/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 466,742 | 155,581 | 444,659 CHF | 149,776 CHF | 97.78% | 97.78% |
07/11/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 586,026 CHF | 197,342 CHF | 98.05% | 98.05% |