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 | 1.67% | 0.62 CHF | 0.63 CHF | 305,000 | 305,000 | 299,944 | 299,944 | 178,249 CHF | 181,248 CHF | 99.95% | 99.95% |
19/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 300,000 | 300,000 | 300,098 | 300,098 | 180,649 CHF | 183,650 CHF | 98.77% | 98.77% |
18/11/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 290,000 | 290,000 | 288,154 | 288,154 | 132,682 CHF | 135,564 CHF | 99.96% | 99.96% |
15/11/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 285,000 | 285,000 | 283,479 | 283,479 | 117,748 CHF | 120,583 CHF | 99.83% | 99.83% |
14/11/2024 | 2.80% | 0.40 CHF | 0.41 CHF | 285,000 | 285,000 | 278,067 | 278,067 | 98,729 CHF | 101,509 CHF | 98.03% | 98.03% |
13/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 300,000 | 300,000 | 297,578 | 297,578 | 174,751 CHF | 177,727 CHF | 99.85% | 99.85% |
12/11/2024 | 1.91% | 0.60 CHF | 0.61 CHF | 300,000 | 300,000 | 291,925 | 291,925 | 151,855 CHF | 154,774 CHF | 99.23% | 99.23% |
11/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 285,000 | 285,000 | 283,825 | 283,825 | 123,862 CHF | 126,701 CHF | 100.00% | 100.00% |
08/11/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 290,000 | 290,000 | 287,691 | 287,691 | 137,221 CHF | 140,098 CHF | 98.91% | 98.91% |
07/11/2024 | 2.21% | 0.41 CHF | 0.42 CHF | 280,000 | 280,000 | 283,385 | 283,385 | 127,025 CHF | 129,859 CHF | 99.77% | 99.77% |