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 | 1.23% | 0.84 CHF | 0.85 CHF | 310,000 | 310,000 | 137,346 | 137,346 | 114,216 CHF | 115,592 CHF | 99.90% | 99.90% |
19/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 305,000 | 305,000 | 132,788 | 132,788 | 108,180 CHF | 109,510 CHF | 100.00% | 100.00% |
18/11/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 305,000 | 305,000 | 133,014 | 133,014 | 105,634 CHF | 106,967 CHF | 99.89% | 99.89% |
15/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 295,000 | 295,000 | 116,869 | 116,869 | 91,349 CHF | 92,521 CHF | 99.45% | 99.45% |
14/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 295,000 | 295,000 | 131,686 | 131,686 | 102,895 CHF | 104,214 CHF | 100.00% | 100.00% |
13/11/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 295,000 | 295,000 | 131,703 | 131,703 | 101,559 CHF | 102,879 CHF | 100.00% | 100.00% |
12/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 295,000 | 295,000 | 131,913 | 131,913 | 102,312 CHF | 103,633 CHF | 99.85% | 99.85% |
11/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 295,000 | 295,000 | 132,676 | 132,676 | 102,736 CHF | 104,065 CHF | 99.57% | 99.57% |
08/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 135,383 | 135,383 | 105,342 CHF | 106,698 CHF | 99.19% | 99.19% |
07/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 130,872 | 130,872 | 101,799 CHF | 103,110 CHF | 99.90% | 99.90% |