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 | 1.60% | 0.59 CHF | 0.60 CHF | 330,000 | 330,000 | 176,426 | 176,426 | 110,300 CHF | 112,068 CHF | 99.77% | 99.77% |
19/11/2024 | 1.94% | 0.62 CHF | 0.63 CHF | 340,000 | 340,000 | 176,561 | 176,561 | 103,258 CHF | 105,243 CHF | 99.54% | 99.54% |
18/11/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 350,000 | 350,000 | 191,202 | 191,202 | 108,911 CHF | 110,827 CHF | 99.90% | 99.90% |
15/11/2024 | 1.71% | 0.54 CHF | 0.55 CHF | 340,000 | 340,000 | 185,643 | 185,643 | 108,232 CHF | 110,091 CHF | 97.31% | 97.31% |
14/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 320,000 | 320,000 | 172,126 | 172,126 | 112,320 CHF | 114,105 CHF | 99.17% | 99.17% |
13/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 310,000 | 310,000 | 172,837 | 172,837 | 119,810 CHF | 121,546 CHF | 100.00% | 100.00% |
12/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 320,000 | 320,000 | 173,308 | 173,308 | 119,172 CHF | 120,912 CHF | 99.90% | 99.90% |
11/11/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 320,000 | 320,000 | 173,585 | 173,585 | 115,620 CHF | 117,362 CHF | 99.90% | 99.90% |
08/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 320,000 | 320,000 | 174,083 | 174,083 | 116,929 CHF | 118,679 CHF | 98.02% | 98.02% |
07/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 330,000 | 330,000 | 183,702 | 183,702 | 119,320 CHF | 121,165 CHF | 98.99% | 98.99% |