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 | 1.10% | 0.93 CHF | 0.94 CHF | 310,000 | 310,000 | 137,347 | 137,347 | 126,748 CHF | 128,124 CHF | 99.90% | 99.90% |
19/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 305,000 | 305,000 | 132,793 | 132,793 | 120,511 CHF | 121,841 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 0.91 CHF | 0.92 CHF | 305,000 | 305,000 | 133,015 | 133,015 | 118,179 CHF | 119,511 CHF | 99.90% | 99.90% |
15/11/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 295,000 | 295,000 | 116,869 | 116,869 | 102,108 CHF | 103,279 CHF | 99.45% | 99.45% |
14/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 295,000 | 295,000 | 131,680 | 131,680 | 115,168 CHF | 116,487 CHF | 100.00% | 100.00% |
13/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 295,000 | 295,000 | 131,699 | 131,699 | 114,152 CHF | 115,471 CHF | 100.00% | 100.00% |
12/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 295,000 | 295,000 | 131,914 | 131,914 | 114,282 CHF | 115,603 CHF | 99.85% | 99.85% |
11/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 295,000 | 295,000 | 132,684 | 132,684 | 114,786 CHF | 116,116 CHF | 99.57% | 99.57% |
08/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300,000 | 300,000 | 134,912 | 134,912 | 117,179 CHF | 118,531 CHF | 100.00% | 100.00% |
07/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300,000 | 300,000 | 130,874 | 130,874 | 113,788 CHF | 115,099 CHF | 99.90% | 99.90% |