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 | 1.59% | 0.65 CHF | 0.66 CHF | 310,000 | 310,000 | 137,353 | 137,353 | 88,037 CHF | 89,413 CHF | 99.90% | 99.90% |
19/11/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 305,000 | 305,000 | 132,792 | 132,792 | 82,896 CHF | 84,227 CHF | 100.00% | 100.00% |
18/11/2024 | 1.71% | 0.63 CHF | 0.64 CHF | 305,000 | 305,000 | 133,019 | 133,019 | 80,216 CHF | 81,549 CHF | 99.90% | 99.90% |
15/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 295,000 | 295,000 | 116,871 | 116,871 | 68,963 CHF | 70,134 CHF | 99.45% | 99.45% |
14/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 295,000 | 295,000 | 131,680 | 131,680 | 77,739 CHF | 79,059 CHF | 100.00% | 100.00% |
13/11/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 295,000 | 295,000 | 131,702 | 131,702 | 76,506 CHF | 77,825 CHF | 100.00% | 100.00% |
12/11/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 295,000 | 295,000 | 131,910 | 131,910 | 77,237 CHF | 78,558 CHF | 99.87% | 99.87% |
11/11/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 295,000 | 295,000 | 132,684 | 132,684 | 77,538 CHF | 78,867 CHF | 99.60% | 99.60% |
08/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 300,000 | 300,000 | 134,912 | 134,912 | 79,430 CHF | 80,781 CHF | 100.00% | 100.00% |
07/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 300,000 | 300,000 | 130,875 | 130,875 | 77,121 CHF | 78,432 CHF | 99.90% | 99.90% |