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 | 0.77% | 1.27 CHF | 1.28 CHF | 315,000 | 315,000 | 110,279 | 110,279 | 142,878 CHF | 143,982 CHF | 99.78% | 99.78% |
19/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 325,000 | 325,000 | 111,933 | 111,933 | 148,381 CHF | 149,501 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 320,000 | 320,000 | 110,129 | 110,129 | 144,215 CHF | 145,317 CHF | 99.90% | 99.90% |
15/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 320,000 | 320,000 | 109,477 | 109,477 | 141,512 CHF | 142,608 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 310,000 | 310,000 | 105,382 | 105,382 | 134,107 CHF | 135,162 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 315,000 | 315,000 | 109,311 | 109,311 | 140,032 CHF | 141,126 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 315,000 | 315,000 | 109,244 | 109,244 | 137,822 CHF | 138,916 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 310,000 | 310,000 | 107,630 | 107,630 | 131,869 CHF | 132,946 CHF | 99.77% | 99.77% |
08/11/2024 | 1.31% | 1.22 CHF | 1.23 CHF | 315,000 | 315,000 | 87,354 | 87,354 | 108,247 CHF | 109,231 CHF | 99.21% | 99.21% |
07/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 295,000 | 295,000 | 102,778 | 102,778 | 112,497 CHF | 113,526 CHF | 99.85% | 99.85% |