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 | 0.61% | 1.67 CHF | 1.68 CHF | 280,000 | 280,000 | 114,127 | 114,127 | 190,337 CHF | 191,481 CHF | 99.89% | 99.89% |
19/11/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 280,000 | 280,000 | 110,691 | 110,691 | 180,172 CHF | 181,281 CHF | 99.95% | 99.95% |
18/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 280,000 | 280,000 | 107,077 | 107,077 | 174,895 CHF | 175,967 CHF | 99.89% | 99.89% |
15/11/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 280,000 | 280,000 | 111,176 | 111,176 | 180,408 CHF | 181,523 CHF | 100.00% | 100.00% |
14/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 171,387 CHF | 172,480 CHF | 99.76% | 99.76% |
13/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 187,719 CHF | 188,856 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 1.67 CHF | 1.68 CHF | 280,000 | 280,000 | 111,410 | 111,410 | 181,262 CHF | 182,378 CHF | 99.95% | 99.95% |
11/11/2024 | 0.68% | 1.57 CHF | 1.58 CHF | 270,000 | 270,000 | 102,888 | 102,888 | 155,097 CHF | 156,128 CHF | 99.35% | 99.35% |
08/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 260,000 | 260,000 | 103,097 | 103,097 | 151,198 CHF | 152,231 CHF | 99.53% | 99.53% |
07/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 260,000 | 260,000 | 108,123 | 108,123 | 164,374 CHF | 165,458 CHF | 99.86% | 99.86% |