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 | 0.70% | 1.43 CHF | 1.44 CHF | 90,000 | 90,000 | 88,786 | 88,786 | 127,913 CHF | 128,802 CHF | 97.52% | 97.52% |
19/11/2024 | 0.77% | 1.40 CHF | 1.41 CHF | 90,000 | 90,000 | 84,305 | 84,305 | 116,357 CHF | 117,206 CHF | 92.89% | 92.89% |
18/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 90,000 | 90,000 | 88,876 | 88,876 | 135,507 CHF | 136,397 CHF | 99.82% | 99.82% |
15/11/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 80,000 | 80,000 | 79,851 | 79,851 | 128,768 CHF | 129,567 CHF | 82.41% | 82.41% |
14/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 80,000 | 80,000 | 79,924 | 79,924 | 128,274 CHF | 129,074 CHF | 87.35% | 87.35% |
13/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 80,000 | 80,000 | 80,549 | 80,549 | 125,467 CHF | 126,273 CHF | 86.73% | 86.73% |
12/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 90,000 | 90,000 | 80,850 | 80,850 | 126,391 CHF | 127,200 CHF | 85.75% | 85.75% |
11/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 80,000 | 80,000 | 81,373 | 81,373 | 125,719 CHF | 126,533 CHF | 86.00% | 86.00% |
08/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 90,000 | 90,000 | 87,347 | 87,347 | 130,450 CHF | 131,325 CHF | 82.69% | 82.69% |
07/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 90,000 | 90,000 | 79,543 | 79,543 | 123,482 CHF | 124,278 CHF | 80.38% | 80.38% |