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 | 1.53% | 0.62 CHF | 0.63 CHF | 305,000 | 305,000 | 299,942 | 299,942 | 194,154 CHF | 197,153 CHF | 99.92% | 99.92% |
19/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300,000 | 300,000 | 300,088 | 300,088 | 191,856 CHF | 194,857 CHF | 98.23% | 98.23% |
18/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 290,000 | 290,000 | 288,157 | 288,157 | 226,368 CHF | 229,250 CHF | 99.87% | 99.87% |
15/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 285,000 | 285,000 | 283,478 | 283,478 | 236,775 CHF | 239,610 CHF | 99.92% | 99.92% |
14/11/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 285,000 | 285,000 | 278,040 | 278,040 | 248,770 CHF | 251,551 CHF | 97.29% | 97.29% |
13/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300,000 | 300,000 | 297,584 | 297,584 | 197,429 CHF | 200,404 CHF | 100.00% | 100.00% |
12/11/2024 | 1.36% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 291,924 | 291,924 | 213,269 CHF | 216,188 CHF | 99.25% | 99.25% |
11/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 285,000 | 285,000 | 283,825 | 283,825 | 231,549 CHF | 234,387 CHF | 100.00% | 100.00% |
08/11/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 290,000 | 290,000 | 287,691 | 287,691 | 224,639 CHF | 227,516 CHF | 98.88% | 98.88% |
07/11/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 280,000 | 280,000 | 283,386 | 283,386 | 230,924 CHF | 233,758 CHF | 99.70% | 99.70% |