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 | 1.27% | 0.76 CHF | 0.77 CHF | 300,000 | 300,000 | 163,481 | 163,481 | 129,601 CHF | 131,239 CHF | 99.77% | 99.77% |
19/11/2024 | 1.52% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 158,281 | 158,281 | 118,302 CHF | 120,080 CHF | 99.54% | 99.54% |
18/11/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 310,000 | 310,000 | 170,183 | 170,183 | 124,358 CHF | 126,063 CHF | 99.90% | 99.90% |
15/11/2024 | 1.35% | 0.70 CHF | 0.71 CHF | 310,000 | 310,000 | 164,111 | 164,111 | 122,123 CHF | 123,767 CHF | 92.82% | 92.82% |
14/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 159,185 | 159,185 | 130,878 CHF | 132,531 CHF | 96.14% | 96.14% |
13/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 157,653 | 157,653 | 136,545 CHF | 138,127 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 290,000 | 290,000 | 160,975 | 160,975 | 138,229 CHF | 139,845 CHF | 99.90% | 99.90% |
11/11/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 290,000 | 290,000 | 161,091 | 161,091 | 134,475 CHF | 136,092 CHF | 99.90% | 99.90% |
08/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 290,000 | 290,000 | 157,947 | 157,947 | 132,859 CHF | 134,447 CHF | 93.53% | 93.53% |
07/11/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 162,788 | 162,788 | 132,802 CHF | 134,437 CHF | 93.56% | 93.56% |