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 | 1.23% | 0.81 CHF | 0.82 CHF | 244,200 | 244,200 | 89,215 | 89,215 | 73,378 CHF | 74,273 CHF | 99.82% | 99.82% |
19/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 248,500 | 248,500 | 91,054 | 91,054 | 72,959 CHF | 73,871 CHF | 100.00% | 100.00% |
18/11/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 254,200 | 254,200 | 94,350 | 94,350 | 74,544 CHF | 75,489 CHF | 99.90% | 99.90% |
15/11/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 234,300 | 234,300 | 84,410 | 84,410 | 70,377 CHF | 71,223 CHF | 99.47% | 99.47% |
14/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 218,500 | 218,500 | 78,612 | 78,612 | 74,905 CHF | 75,693 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 0.94 CHF | 0.95 CHF | 191,000 | 191,000 | 68,934 | 68,934 | 69,856 CHF | 70,547 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 1.02 CHF | 1.03 CHF | 163,900 | 163,900 | 57,237 | 57,237 | 62,812 CHF | 63,386 CHF | 99.47% | 99.47% |
11/11/2024 | 0.73% | 1.26 CHF | 1.27 CHF | 141,800 | 141,800 | 51,398 | 51,398 | 68,509 CHF | 69,024 CHF | 99.89% | 99.89% |
08/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 130,800 | 130,800 | 47,914 | 47,914 | 70,551 CHF | 71,031 CHF | 100.00% | 100.00% |
07/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 136,200 | 136,200 | 50,431 | 50,431 | 75,834 CHF | 76,341 CHF | 99.76% | 99.76% |