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 | 1.21% | 1.27 CHF | 1.28 CHF | 390,000 | 390,000 | 173,992 | 173,992 | 221,550 CHF | 223,809 CHF | 99.89% | 99.89% |
19/11/2024 | 1.25% | 1.28 CHF | 1.29 CHF | 390,000 | 390,000 | 160,725 | 160,725 | 207,418 CHF | 209,552 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 1.31 CHF | 1.32 CHF | 400,000 | 400,000 | 179,146 | 179,146 | 237,879 CHF | 239,771 CHF | 99.89% | 99.89% |
15/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 410,000 | 410,000 | 182,380 | 182,380 | 245,458 CHF | 247,286 CHF | 99.90% | 99.90% |
14/11/2024 | 1.09% | 1.33 CHF | 1.34 CHF | 400,000 | 400,000 | 137,681 | 137,681 | 182,653 CHF | 184,220 CHF | 100.00% | 100.00% |
13/11/2024 | 1.21% | 1.30 CHF | 1.31 CHF | 400,000 | 400,000 | 175,647 | 175,647 | 225,721 CHF | 227,996 CHF | 100.00% | 100.00% |
12/11/2024 | 1.24% | 1.28 CHF | 1.29 CHF | 390,000 | 390,000 | 171,661 | 171,661 | 215,371 CHF | 217,591 CHF | 99.85% | 99.85% |
11/11/2024 | 1.27% | 1.23 CHF | 1.24 CHF | 380,000 | 380,000 | 167,354 | 167,354 | 204,118 CHF | 206,286 CHF | 99.57% | 99.57% |
08/11/2024 | 1.27% | 1.22 CHF | 1.23 CHF | 380,000 | 380,000 | 170,133 | 170,133 | 206,568 CHF | 208,768 CHF | 99.18% | 99.18% |
07/11/2024 | 1.25% | 1.22 CHF | 1.23 CHF | 380,000 | 380,000 | 170,339 | 170,339 | 209,212 CHF | 211,421 CHF | 100.00% | 100.00% |