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 | 1.39% | 0.71 CHF | 0.72 CHF | 170,000 | 170,000 | 168,978 | 168,978 | 123,807 CHF | 125,499 CHF | 99.22% | 99.22% |
19/11/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 180,000 | 180,000 | 176,446 | 176,446 | 120,496 CHF | 122,263 CHF | 98.87% | 98.87% |
18/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 170,000 | 170,000 | 168,288 | 168,288 | 126,748 CHF | 128,433 CHF | 99.88% | 99.88% |
15/11/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 170,000 | 170,000 | 168,198 | 168,198 | 123,330 CHF | 125,014 CHF | 99.86% | 99.86% |
14/11/2024 | 1.47% | 0.72 CHF | 0.73 CHF | 180,000 | 180,000 | 177,992 | 177,992 | 123,039 CHF | 124,821 CHF | 98.58% | 98.58% |
13/11/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 180,000 | 180,000 | 178,003 | 178,003 | 118,839 CHF | 120,621 CHF | 99.88% | 99.88% |
12/11/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 180,000 | 180,000 | 169,371 | 169,371 | 122,763 CHF | 124,459 CHF | 99.87% | 99.87% |
11/11/2024 | 1.42% | 0.77 CHF | 0.78 CHF | 180,000 | 180,000 | 178,053 | 178,053 | 127,499 CHF | 129,281 CHF | 100.00% | 100.00% |
08/11/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 180,000 | 180,000 | 178,045 | 178,045 | 115,188 CHF | 116,972 CHF | 98.52% | 98.52% |
07/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 170,000 | 170,000 | 168,052 | 168,052 | 131,459 CHF | 133,142 CHF | 100.00% | 100.00% |