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% | 0.85 CHF | 0.86 CHF | 130,000 | 130,000 | 63,014 | 63,014 | 51,564 CHF | 52,197 CHF | 97.13% | 97.13% |
19/11/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 130,000 | 130,000 | 60,320 | 60,320 | 47,137 CHF | 47,743 CHF | 94.63% | 94.63% |
18/11/2024 | 1.46% | 0.78 CHF | 0.79 CHF | 130,000 | 130,000 | 59,503 | 59,503 | 43,028 CHF | 43,625 CHF | 96.95% | 96.95% |
15/11/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 51,377 | 51,377 | 35,467 CHF | 35,983 CHF | 93.62% | 93.62% |
14/11/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 130,000 | 130,000 | 60,366 | 60,366 | 41,639 CHF | 42,245 CHF | 95.91% | 95.91% |
13/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 60,376 | 60,376 | 40,877 CHF | 41,482 CHF | 97.16% | 97.16% |
12/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 60,709 | 60,709 | 41,377 CHF | 41,986 CHF | 96.05% | 96.05% |
11/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 62,178 | 62,178 | 42,712 CHF | 43,336 CHF | 95.61% | 95.61% |
08/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 130,000 | 130,000 | 61,817 | 61,817 | 43,492 CHF | 44,112 CHF | 96.21% | 96.21% |
07/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 59,818 | 59,818 | 41,907 CHF | 42,507 CHF | 93.53% | 93.53% |