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 | 1.40% | 0.73 CHF | 0.74 CHF | 220,000 | 220,000 | 99,661 | 99,661 | 72,264 CHF | 73,262 CHF | 97.90% | 97.90% |
19/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 230,000 | 230,000 | 102,385 | 102,385 | 72,329 CHF | 73,357 CHF | 97.21% | 97.21% |
18/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 99,263 | 99,263 | 75,858 CHF | 76,853 CHF | 99.03% | 99.03% |
15/11/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 99,448 | 99,448 | 74,540 CHF | 75,536 CHF | 98.68% | 98.68% |
14/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 210,000 | 210,000 | 97,413 | 97,413 | 77,082 CHF | 78,059 CHF | 97.23% | 97.23% |
13/11/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 210,000 | 210,000 | 96,294 | 96,294 | 74,147 CHF | 75,114 CHF | 98.00% | 98.00% |
12/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 97,761 | 97,761 | 75,127 CHF | 76,111 CHF | 96.26% | 96.26% |
11/11/2024 | 1.44% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 98,433 | 98,433 | 71,884 CHF | 72,876 CHF | 97.72% | 97.72% |
08/11/2024 | 1.58% | 0.68 CHF | 0.69 CHF | 230,000 | 230,000 | 104,455 | 104,455 | 68,592 CHF | 69,642 CHF | 92.13% | 92.13% |
07/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 230,000 | 230,000 | 100,785 | 100,785 | 66,704 CHF | 67,717 CHF | 98.38% | 98.38% |