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 | 0.97% | 1.59 CHF | 1.60 CHF | 390,000 | 390,000 | 173,978 | 173,978 | 276,109 CHF | 278,369 CHF | 99.89% | 99.89% |
19/11/2024 | 1.01% | 1.59 CHF | 1.60 CHF | 390,000 | 390,000 | 160,713 | 160,713 | 257,365 CHF | 259,498 CHF | 99.97% | 99.97% |
18/11/2024 | 0.68% | 1.63 CHF | 1.64 CHF | 400,000 | 400,000 | 179,148 | 179,148 | 293,990 CHF | 295,882 CHF | 99.89% | 99.89% |
15/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 410,000 | 410,000 | 182,278 | 182,278 | 302,484 CHF | 304,310 CHF | 99.85% | 99.85% |
14/11/2024 | 0.88% | 1.64 CHF | 1.65 CHF | 400,000 | 400,000 | 137,673 | 137,673 | 225,714 CHF | 227,280 CHF | 100.00% | 100.00% |
13/11/2024 | 0.97% | 1.61 CHF | 1.62 CHF | 400,000 | 400,000 | 175,659 | 175,659 | 280,425 CHF | 282,701 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 1.59 CHF | 1.60 CHF | 390,000 | 390,000 | 171,623 | 171,623 | 268,733 CHF | 270,953 CHF | 99.87% | 99.87% |
11/11/2024 | 1.02% | 1.54 CHF | 1.55 CHF | 380,000 | 380,000 | 167,350 | 167,350 | 255,988 CHF | 258,156 CHF | 99.61% | 99.61% |
08/11/2024 | 1.02% | 1.52 CHF | 1.53 CHF | 380,000 | 380,000 | 169,415 | 169,415 | 257,469 CHF | 259,666 CHF | 99.95% | 99.95% |
07/11/2024 | 1.00% | 1.52 CHF | 1.53 CHF | 380,000 | 380,000 | 170,349 | 170,349 | 261,760 CHF | 263,969 CHF | 100.00% | 100.00% |