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 | 1.24% | 0.83 CHF | 0.84 CHF | 310,000 | 310,000 | 137,345 | 137,345 | 112,768 CHF | 114,144 CHF | 99.89% | 99.89% |
19/11/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 305,000 | 305,000 | 132,788 | 132,788 | 106,770 CHF | 108,100 CHF | 100.00% | 100.00% |
18/11/2024 | 1.31% | 0.81 CHF | 0.82 CHF | 305,000 | 305,000 | 133,012 | 133,012 | 104,180 CHF | 105,513 CHF | 99.89% | 99.89% |
15/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 295,000 | 295,000 | 116,868 | 116,868 | 90,060 CHF | 91,231 CHF | 99.45% | 99.45% |
14/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 295,000 | 295,000 | 131,686 | 131,686 | 101,503 CHF | 102,823 CHF | 100.00% | 100.00% |
13/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 295,000 | 295,000 | 131,707 | 131,707 | 100,192 CHF | 101,512 CHF | 100.00% | 100.00% |
12/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 295,000 | 295,000 | 131,875 | 131,875 | 100,901 CHF | 102,223 CHF | 99.88% | 99.88% |
11/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 295,000 | 295,000 | 132,673 | 132,673 | 101,384 CHF | 102,713 CHF | 99.59% | 99.59% |
08/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 300,000 | 300,000 | 135,372 | 135,372 | 103,957 CHF | 105,313 CHF | 99.21% | 99.21% |
07/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 130,874 | 130,874 | 100,279 CHF | 101,590 CHF | 99.90% | 99.90% |